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	param	t-stat
$ω$	0.0011	18.85
$α$	0.0775	26.91
$β$	0.9359	757.79
$γ$	-0.0267	-6.22

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Colombian Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses