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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4895	3.22***
α ARCH Response to squared shocks	0.1110	10.02***
β GARCH Volatility persistence	0.8444	57.09***

γ₁	0.0536	1.09
γ₂	-0.0502	-0.74
γ₃	-0.1052	-2.85***
γ₄	0.2443	8.71***
γ₅	-0.2977	-10.27***
γ₆	0.2839	8.08***
γ₇	-0.1713	-4.65***
γ₈	0.0443	1.38
γ₉	-0.0128	-0.49
γ₁₀	0.0141	0.79

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses