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{name} Model Equation

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Param	Value	t-stat
ωconst	2.2949	3.67***
αARCH	0.1446	7.12***
βGARCH	0.8477	41.38***

γ₁	0.0941	2.70***
γ₂	0.0774	1.55
γ₃	-0.3647	-10.08***
γ₄	0.2528	6.76***
γ₅	-0.0759	-2.38**
γ₆	0.1161	4.01***
γ₇	-0.2393	-7.38***
γ₈	0.2322	5.80***
γ₉	-0.1275	-4.53***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2949	3.67***
α ARCH Response to squared shocks	0.1446	7.12***
β GARCH Volatility persistence	0.8477	41.38***

γ₁	0.0941	2.70***
γ₂	0.0774	1.55
γ₃	-0.3647	-10.08***
γ₄	0.2528	6.76***
γ₅	-0.0759	-2.38**
γ₆	0.1161	4.01***
γ₇	-0.2393	-7.38***
γ₈	0.2322	5.80***
γ₉	-0.1275	-4.53***

V-Lab

US Dollar to Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Argentine Peso Analyses