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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0246	-16.82***
α ARCH Response to squared shocks	0.2055	40.54***
β GARCH Volatility persistence	0.9682	802.14***
γ leverage Additional response to negative shocks	0.0884	19.36***

V-Lab

Mexican Peso EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mexican Peso Analyses