Variable;Brazil;Russia;India;China;"South Africa" Variable;Brazil;Russia;India;China;"South Africa" "Dependent Variable: Return on Exchange Rate: lnrt" "Mean equation:" β0;-0.0012;0.006;0.002;-0.0000005;0.14 ;(0.58);(0.58);(0.92);(0.98);(0.66) "β1 (lnrt-1)";-0.577*;-0.382*;0.42*;-0.35*;-0.55* ;(0.00);(0.00);(0.00);(0.00);(0.00) "β2 (Spot_intvt)";0.00000008;0.000000006;-0.00000003;0.000000000007;0.0005 ;(0.11);(0.87);(0.71);(0.99);(0.55) "β3 (Deriv_intvt)";0.00000011*;0.00000029;0.000000018;;0.0005 ;(0.00);(0.87);(0.71);;(0.47) "β5 (Yield_spreadt)";-0.006;-0.00068;0.0018;-0.0017*;2.47* ;(0.27);(0.37);(0.77);((0.04);(0.00) "Variance equation:" α0;0.0004*;0.0019*;0.0002*;0.000004*;9.8 ;(0.00);(0.00);(0.00);(0.00);(0.10) α1εt-12;0.149*;0.15*;0.15*;0.15*;0.28* ;(0.00);(0.09);(0.08);(0.00);(0.04) "α2(ht – 1)";0.599*;0.60*;0.59*;0.60*;0.42* ;(0.00);(0.00);(0.00);(0.00);(0.08) "α3 (Spot_intt)";-0.0000000019*;-0.0000006*;-0.00000003*;-0.000000000008*;0.006* ;(0.00);(0.00);(0.00);(0.00);(0.00) "α4 (Deriv_intvt)";-0.0000000022*;0.000000025*;-0.000000001*;;-0.0019 ;(0.02);(0.00);(0.01);;(0.57) "α6 (Yield_spreadt)";0.000077*;-0.000106*;0.000008;0.0000002;4.29 ;(0.00);(0.00);(0.57);(0.04);(0.60) Diagnostics R2;0.35;0.14;0.17;0.13;0.28 DW;2.36;2.11;2.21;2.22;2.20 "Log Likelihood";363.02;430.82;549.13;908.95;-774.02 Q(20);"43.47 (0.00)";"57.88 (0.00)";"87.80 (0.00)";"29.36 (0.08)";"34.77 (0.02)" Q(20)2;"17.26 (0.69)";"47.08 (0.00)";"48.20 (0.00)";"0.74 (1.00)";"15.66 (0.73)" ARCH-LM;0.28(0.59);"2.09 (0.14)";"0.081 (0.77)";"0.009 (0.92)";"0.193 (0.66)"