EUR/USD

α₀

−0.122^#

(0.027)

α_d

−0.032^†

(0.019)

α_w

0.258^#

(0.040)

α_m

0.681^#

(0.039)

R²

0.372

Skewness

−0.084

Kurtosis

3.842

JB Stat

124.629^#

[0.000]

Q(20)

84.775^#

[0.000]

ARCH(10)

1.521

[0.125]