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	param	t-stat
$ω$	0.8319	4.34
$α$	0.1349	7.44
$β$	0.8273	43.66
$γ_{1}$	0.0001	0.00
$γ_{2}$	-0.0246	-0.59
$γ_{3}$	0.0661	2.32
$γ_{4}$	-0.0770	-3.17
$γ_{5}$	0.0697	3.29
$γ_{6}$	-0.0641	-2.87
$γ_{7}$	0.0410	1.90
$γ_{8}$	-0.0136	-0.94

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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