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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9764	2.66***
αARCH	0.0721	7.41***
βGARCH	0.8802	56.70***

γ₁	0.0079	0.15
γ₂	0.0459	0.63
γ₃	-0.1307	-3.55***
γ₄	0.1421	4.81***
γ₅	-0.1280	-3.98***
γ₆	0.1145	4.21***
γ₇	-0.0553	-3.28***
γ₈	-0.0188	-1.37
γ₉	0.0299	3.03***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9764	2.66***
α ARCH Response to squared shocks	0.0721	7.41***
β GARCH Volatility persistence	0.8802	56.70***

γ₁	0.0079	0.15
γ₂	0.0459	0.63
γ₃	-0.1307	-3.55***
γ₄	0.1421	4.81***
γ₅	-0.1280	-3.98***
γ₆	0.1145	4.21***
γ₇	-0.0553	-3.28***
γ₈	-0.0188	-1.37
γ₉	0.0299	3.03***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chilean Peso Analyses