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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0072	18.82***
α ARCH Response to squared shocks	0.1897	13.68***
β GARCH Volatility persistence	0.8559	305.91***
γ leverage Additional response to negative shocks	-0.1280	-8.24***

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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