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	param	t-stat
$ω$	2.0390	3.73
$α$	0.1938	8.89
$β$	0.7879	40.88
$γ_{1}$	-0.1306	-2.19
$γ_{2}$	0.2302	2.58
$γ_{3}$	-0.1458	-2.39
$γ_{4}$	0.0844	1.44
$γ_{5}$	0.0839	1.60
$γ_{6}$	-0.2973	-3.92
$γ_{7}$	0.1959	1.69
$γ_{8}$	0.0744	0.68
$γ_{9}$	-0.1603	-2.38

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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