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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5065	3.34***
α ARCH Response to squared shocks	0.1102	10.03***
β GARCH Volatility persistence	0.8452	57.47***

γ₁	0.0590	1.22
γ₂	-0.0562	-0.84
γ₃	-0.1055	-2.87***
γ₄	0.2462	8.73***
γ₅	-0.2987	-10.10***
γ₆	0.2820	7.87***
γ₇	-0.1664	-4.45***
γ₈	0.0405	1.26
γ₉	-0.0134	-0.51
γ₁₀	0.0170	0.96

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses