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	param	t-stat
$ω$	0.5092	3.13
$α$	0.1096	10.13
$β$	0.8509	60.98
$γ_{1}$	0.0533	1.03
$γ_{2}$	-0.0447	-0.63
$γ_{3}$	-0.1178	-3.04
$γ_{4}$	0.2574	8.63
$γ_{5}$	-0.3029	-9.26
$γ_{6}$	0.2725	7.02
$γ_{7}$	-0.1444	-3.68
$γ_{8}$	0.0188	0.57
$γ_{9}$	-0.0011	-0.04
$γ_{10}$	0.0120	0.66

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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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