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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0419	5.06***
α ARCH Response to squared shocks	0.1228	8.88***
β GARCH Volatility persistence	0.8282	48.78***

γ₁	0.0034	0.05
γ₂	0.0601	0.55
γ₃	-0.1556	-2.41**
γ₄	0.1737	3.52***
γ₅	-0.1693	-3.48***
γ₆	0.1691	3.53***
γ₇	-0.1232	-2.72***
γ₈	0.0532	1.16
γ₉	-0.0130	-0.33

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Bladex Inc Zero Slope Spline-GARCH Volatility Analysis

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