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	param	t-stat
$ω$	0.5237	3.30
$α$	0.1101	10.14
$β$	0.8487	59.74
$γ_{1}$	0.0597	1.20
$γ_{2}$	-0.0533	-0.78
$γ_{3}$	-0.1146	-3.02
$γ_{4}$	0.2563	8.75
$γ_{5}$	-0.3044	-9.57
$γ_{6}$	0.2791	7.33
$γ_{7}$	-0.1560	-4.01
$γ_{8}$	0.0293	0.90
$γ_{9}$	-0.0070	-0.26
$γ_{10}$	0.0149	0.81

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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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