Modelling the Dependency between Inflation and Exchange Rate Using Copula

Table 4

Estimated coefficients of the GARCH(1,1) model for inflation.

	Estimate	Std. error	t value	value
	1.5270e − 02	5.4850e − 03	2.784	0.00537
	9.4359e − 02	1.5047e − 02	6.271	3.58e − 10
	1.4623e − 02	8.8895e − 03	1.644	0.10018
LLF	−631.7143
BIC	5.661358