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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7393	6.75***
αARCH	0.0292	5.43***
βGARCH	0.9616	142.95***

γ₁	-0.0016	-2.16**
γ₂	0.0020	2.11**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7393	6.75***
α ARCH Response to squared shocks	0.0292	5.43***
β GARCH Volatility persistence	0.9616	142.95***

γ₁	-0.0016	-2.16**
γ₂	0.0020	2.11**

V-Lab

US Dollar to New Zealand Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to New Zealand Dollar Analyses