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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8434	4.40***
α ARCH Response to squared shocks	0.1342	7.47***
β GARCH Volatility persistence	0.8287	44.40***

γ₁	0.0008	0.03
γ₂	-0.0253	-0.62
γ₃	0.0661	2.38**
γ₄	-0.0771	-3.25***
γ₅	0.0696	3.38***
γ₆	-0.0632	-2.92***
γ₇	0.0384	1.81*
γ₈	-0.0101	-0.71

V-Lab

Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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