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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8667	4.62***
αARCH	0.1328	7.45***
βGARCH	0.8285	43.90***

γ₁	0.0081	0.31
γ₂	-0.0375	-0.95
γ₃	0.0765	2.83***
γ₄	-0.0892	-3.86***
γ₅	0.0837	4.15***
γ₆	-0.0822	-3.81***
γ₇	0.0722	2.94***
γ₈	-0.0886	-2.56**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8667	4.62***
α ARCH Response to squared shocks	0.1328	7.45***
β GARCH Volatility persistence	0.8285	43.90***

γ₁	0.0081	0.31
γ₂	-0.0375	-0.95
γ₃	0.0765	2.83***
γ₄	-0.0892	-3.86***
γ₅	0.0837	4.15***
γ₆	-0.0822	-3.81***
γ₇	0.0722	2.94***
γ₈	-0.0886	-2.56**

V-Lab

Mexican Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Mexican Peso Analyses