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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9657	2.60***
αARCH	0.0723	7.43***
βGARCH	0.8803	56.88***

γ₁	0.0056	0.11
γ₂	0.0493	0.67
γ₃	-0.1322	-3.56***
γ₄	0.1425	4.77***
γ₅	-0.1276	-3.91***
γ₆	0.1133	4.14***
γ₇	-0.0539	-3.19***
γ₈	-0.0196	-1.41
γ₉	0.0300	3.03***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9657	2.60***
α ARCH Response to squared shocks	0.0723	7.43***
β GARCH Volatility persistence	0.8803	56.88***

γ₁	0.0056	0.11
γ₂	0.0493	0.67
γ₃	-0.1322	-3.56***
γ₄	0.1425	4.77***
γ₅	-0.1276	-3.91***
γ₆	0.1133	4.14***
γ₇	-0.0539	-3.19***
γ₈	-0.0196	-1.41
γ₉	0.0300	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