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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2203	1.77*
αARCH	0.1474	7.94***
βGARCH	0.8064	39.61***

γ₁	-0.0809	-1.04
γ₂	0.0739	0.75
γ₃	-0.0009	-0.03
γ₄	0.0419	1.80*
γ₅	-0.0679	-3.24***
γ₆	0.0665	3.55***
γ₇	-0.0602	-3.02***
γ₈	0.0351	1.77*
γ₉	-0.0072	-0.55

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2203	1.77*
α ARCH Response to squared shocks	0.1474	7.94***
β GARCH Volatility persistence	0.8064	39.61***

γ₁	-0.0809	-1.04
γ₂	0.0739	0.75
γ₃	-0.0009	-0.03
γ₄	0.0419	1.80*
γ₅	-0.0679	-3.24***
γ₆	0.0665	3.55***
γ₇	-0.0602	-3.02***
γ₈	0.0351	1.77*
γ₉	-0.0072	-0.55

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