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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4853	2.90***
α ARCH Response to squared shocks	0.1079	10.16***
β GARCH Volatility persistence	0.8546	63.92***

γ₁	0.0469	0.88
γ₂	-0.0410	-0.56
γ₃	-0.1098	-2.84***
γ₄	0.2487	8.58***
γ₅	-0.3022	-10.05***
γ₆	0.2882	7.81***
γ₇	-0.1747	-4.52***
γ₈	0.0458	1.36
γ₉	-0.0125	-0.45
γ₁₀	0.0135	0.71

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses