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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0412	3.72***
α ARCH Response to squared shocks	0.1926	8.84***
β GARCH Volatility persistence	0.7895	41.13***

γ₁	-0.1372	-2.30**
γ₂	0.2441	2.72***
γ₃	-0.1598	-2.60***
γ₄	0.0972	1.63
γ₅	0.0748	1.42
γ₆	-0.3016	-4.34***
γ₇	0.2212	2.00**
γ₈	0.0373	0.35
γ₉	-0.1221	-1.34

V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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