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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7122	3.40***
αARCH	0.1484	7.53***
βGARCH	0.8444	42.82***

γ₁	-0.0035	-0.07
γ₂	0.2810	3.88***
γ₃	-0.5059	-8.59***
γ₄	0.2692	5.05***
γ₅	-0.0626	-1.16
γ₆	0.0870	1.29
γ₇	-0.0385	-0.50
γ₈	-0.1626	-3.00***
γ₉	0.2660	7.40***
γ₁₀	-0.2068	-3.31***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7122	3.40***
α ARCH Response to squared shocks	0.1484	7.53***
β GARCH Volatility persistence	0.8444	42.82***

γ₁	-0.0035	-0.07
γ₂	0.2810	3.88***
γ₃	-0.5059	-8.59***
γ₄	0.2692	5.05***
γ₅	-0.0626	-1.16
γ₆	0.0870	1.29
γ₇	-0.0385	-0.50
γ₈	-0.1626	-3.00***
γ₉	0.2660	7.40***
γ₁₀	-0.2068	-3.31***

V-Lab

US Dollar to Argentine Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Argentine Peso Analyses