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	param	t-stat
$ω$	0.0011	18.83
$α$	0.0773	27.04
$β$	0.9360	761.00
$γ$	-0.0266	-6.31

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses