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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0439	5.08***
α ARCH Response to squared shocks	0.1232	8.88***
β GARCH Volatility persistence	0.8274	48.57***

γ₁	0.0042	0.06
γ₂	0.0590	0.54
γ₃	-0.1552	-2.41**
γ₄	0.1738	3.53***
γ₅	-0.1695	-3.50***
γ₆	0.1692	3.54***
γ₇	-0.1229	-2.71***
γ₈	0.0523	1.15
γ₉	-0.0120	-0.30

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Bladex Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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