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	param	t-stat
$ω$	0.0011	18.69
$α$	0.0774	26.93
$β$	0.9357	755.85
$γ$	-0.0263	-6.15

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Colombian Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses