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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0073	18.79***
α ARCH Response to squared shocks	0.1902	13.67***
β GARCH Volatility persistence	0.8555	304.54***
γ leverage Additional response to negative shocks	-0.1281	-8.20***

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US Dollar to Mexican Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Mexican Peso Analyses