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	param	t-stat
$ω$	0.8341	4.35
$α$	0.1346	7.45
$β$	0.8278	43.92
$γ_{1}$	0.0005	0.02
$γ_{2}$	-0.0253	-0.61
$γ_{3}$	0.0667	2.37
$γ_{4}$	-0.0775	-3.23
$γ_{5}$	0.0701	3.35
$γ_{6}$	-0.0642	-2.92
$γ_{7}$	0.0407	1.91
$γ_{8}$	-0.0129	-0.90

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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