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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0023	6.01***
α ARCH Response to squared shocks	0.1307	38.43***
β GARCH Volatility persistence	0.8564	323.53***
γ leverage Additional response to negative shocks	-0.1888	-12.01***

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US Dollar to Mexican Peso AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Mexican Peso Analyses