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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2174	1.76*
αARCH	0.1452	7.88***
βGARCH	0.8087	39.99***

γ₁	-0.0826	-1.06
γ₂	0.0766	0.78
γ₃	-0.0023	-0.08
γ₄	0.0422	1.80*
γ₅	-0.0674	-3.19***
γ₆	0.0662	3.51***
γ₇	-0.0601	-2.99***
γ₈	0.0345	1.73*
γ₉	-0.0065	-0.49

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2174	1.76*
α ARCH Response to squared shocks	0.1452	7.88***
β GARCH Volatility persistence	0.8087	39.99***

γ₁	-0.0826	-1.06
γ₂	0.0766	0.78
γ₃	-0.0023	-0.08
γ₄	0.0422	1.80*
γ₅	-0.0674	-3.19***
γ₆	0.0662	3.51***
γ₇	-0.0601	-2.99***
γ₈	0.0345	1.73*
γ₉	-0.0065	-0.49

V-Lab

US Dollar to Mexican Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Mexican Peso Analyses