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	param	t-stat
$ω$	0.5021	3.18
$α$	0.1098	10.07
$β$	0.8484	59.39
$γ_{1}$	0.0542	1.07
$γ_{2}$	-0.0480	-0.69
$γ_{3}$	-0.1121	-2.96
$γ_{4}$	0.2521	8.68
$γ_{5}$	-0.3019	-9.73
$γ_{6}$	0.2795	7.50
$γ_{7}$	-0.1583	-4.13
$γ_{8}$	0.0312	0.96
$γ_{9}$	-0.0062	-0.24
$γ_{10}$	0.0125	0.69

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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