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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	94.1181	10.82***
α ARCH Response to squared shocks	0.0431	145.04***
β GARCH Volatility persistence	0.9983	7,030.48***
ν DF Student-t tail thickness	2.0030

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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