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	param	t-stat
$ω$	0.0011	18.65
$α$	0.0769	26.90
$β$	0.9363	762.44
$γ$	-0.0263	-6.18

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses