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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0066	3.76***
α ARCH Response to squared shocks	0.1915	8.76***
β GARCH Volatility persistence	0.7896	40.78***

γ₁	-0.1255	-2.11**
γ₂	0.2224	2.49**
γ₃	-0.1416	-2.30**
γ₄	0.0852	1.41
γ₅	0.0776	1.47
γ₆	-0.2957	-4.24***
γ₇	0.2084	1.87*
γ₈	0.0551	0.50
γ₉	-0.1474	-2.13**

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

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