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	param	t-stat
$ω$	0.0011	18.59
$α$	0.0775	26.91
$β$	0.9358	757.11
$γ$	-0.0266	-6.20

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Colombian Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses