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{name} Model Equation

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Param	Value	t-stat
ωconst	0.9483	2.55**
αARCH	0.0731	7.42***
βGARCH	0.8790	55.54***

γ₁	-0.0007	-0.01
γ₂	0.0616	0.83
γ₃	-0.1445	-3.83***
γ₄	0.1550	5.24***
γ₅	-0.1397	-4.43***
γ₆	0.1247	4.74***
γ₇	-0.0658	-3.91***
γ₈	-0.0017	-0.10
γ₉	-0.0131	-0.48

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9483	2.55**
α ARCH Response to squared shocks	0.0731	7.42***
β GARCH Volatility persistence	0.8790	55.54***

γ₁	-0.0007	-0.01
γ₂	0.0616	0.83
γ₃	-0.1445	-3.83***
γ₄	0.1550	5.24***
γ₅	-0.1397	-4.43***
γ₆	0.1247	4.74***
γ₇	-0.0658	-3.91***
γ₈	-0.0017	-0.10
γ₉	-0.0131	-0.48

V-Lab

US Dollar to Chilean Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chilean Peso Analyses