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	param	t-stat
$ω$	0.4922	3.18
$α$	0.1105	10.04
$β$	0.8459	57.95
$γ_{1}$	0.0531	1.06
$γ_{2}$	-0.0480	-0.70
$γ_{3}$	-0.1094	-2.93
$γ_{4}$	0.2489	8.71
$γ_{5}$	-0.3002	-9.96
$γ_{6}$	0.2813	7.74
$γ_{7}$	-0.1636	-4.35
$γ_{8}$	0.0370	1.15
$γ_{9}$	-0.0103	-0.40
$γ_{10}$	0.0148	0.84

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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