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{name} Model Equation

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Param	Value	t-stat
ωconst	0.2072	1.77*
αARCH	0.1459	7.89***
βGARCH	0.8049	38.95***

γ₁	-0.0918	-1.21
γ₂	0.0945	1.00
γ₃	-0.0202	-0.69
γ₄	0.0608	2.66***
γ₅	-0.0859	-4.16***
γ₆	0.0847	4.55***
γ₇	-0.0821	-4.06***
γ₈	0.0715	3.09***
γ₉	-0.0877	-2.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2072	1.77*
α ARCH Response to squared shocks	0.1459	7.89***
β GARCH Volatility persistence	0.8049	38.95***

γ₁	-0.0918	-1.21
γ₂	0.0945	1.00
γ₃	-0.0202	-0.69
γ₄	0.0608	2.66***
γ₅	-0.0859	-4.16***
γ₆	0.0847	4.55***
γ₇	-0.0821	-4.06***
γ₈	0.0715	3.09***
γ₉	-0.0877	-2.67***

V-Lab

US Dollar to Mexican Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Mexican Peso Analyses