Parameter

USD Estimates

GBP Estimates

${\beta }_0$

0.02801

0.02546

${\beta }_1$

−0.01687

−0.02149

${\beta }_2$

0.01250

−0.01153

${\beta }_3$

−0.02377

−0.01152

${\lambda }_1$

0.56940

3.13672

${\lambda }_2$

1.22308

3.55075