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	param	t-stat
$ω$	0.8504	4.35
$α$	0.1356	7.49
$β$	0.8279	44.18
$γ_{1}$	0.0015	0.05
$γ_{2}$	-0.0268	-0.63
$γ_{3}$	0.0672	2.32
$γ_{4}$	-0.0773	-3.13
$γ_{5}$	0.0698	3.24
$γ_{6}$	-0.0644	-2.84
$γ_{7}$	0.0413	1.89
$γ_{8}$	-0.0137	-0.93

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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