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	param	t-stat
$ω$	0.5227	3.35
$α$	0.1109	10.15
$β$	0.8470	58.92
$γ_{1}$	0.0599	1.23
$γ_{2}$	-0.0551	-0.82
$γ_{3}$	-0.1105	-2.95
$γ_{4}$	0.2517	8.71
$γ_{5}$	-0.3018	-9.76
$γ_{6}$	0.2793	7.50
$γ_{7}$	-0.1579	-4.11
$γ_{8}$	0.0315	0.96
$γ_{9}$	-0.0078	-0.29
$γ_{10}$	0.0143	0.79

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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