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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8452	4.37***
α ARCH Response to squared shocks	0.1345	7.49***
β GARCH Volatility persistence	0.8291	44.61***

γ₁	0.0001	0.00
γ₂	-0.0242	-0.59
γ₃	0.0655	2.33**
γ₄	-0.0768	-3.20***
γ₅	0.0697	3.36***
γ₆	-0.0638	-2.93***
γ₇	0.0391	1.84*
γ₈	-0.0107	-0.75

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mexican Peso Analyses