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	param	t-stat
$ω$	0.5018	3.10
$α$	0.1087	10.06
$β$	0.8512	60.75
$γ_{1}$	0.0526	1.01
$γ_{2}$	-0.0445	-0.62
$γ_{3}$	-0.1171	-3.02
$γ_{4}$	0.2574	8.57
$γ_{5}$	-0.3029	-9.14
$γ_{6}$	0.2710	6.93
$γ_{7}$	-0.1414	-3.61
$γ_{8}$	0.0165	0.51
$γ_{9}$	-0.0002	-0.01
$γ_{10}$	0.0115	0.63

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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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