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Param	Value	t-stat
ωconst	0.5096	3.40***
αARCH	0.1110	10.00***
βGARCH	0.8430	56.27***

γ₁	0.0639	1.35
γ₂	-0.0627	-0.96
γ₃	-0.1056	-2.95***
γ₄	0.2535	9.29***
γ₅	-0.3142	-11.40***
γ₆	0.3079	9.11***
γ₇	-0.2009	-5.56***
γ₈	0.0730	2.26**
γ₉	-0.0395	-1.38
γ₁₀	0.0572	1.40

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5096	3.40***
α ARCH Response to squared shocks	0.1110	10.00***
β GARCH Volatility persistence	0.8430	56.27***

γ₁	0.0639	1.35
γ₂	-0.0627	-0.96
γ₃	-0.1056	-2.95***
γ₄	0.2535	9.29***
γ₅	-0.3142	-11.40***
γ₆	0.3079	9.11***
γ₇	-0.2009	-5.56***
γ₈	0.0730	2.26**
γ₉	-0.0395	-1.38
γ₁₀	0.0572	1.40

V-Lab

Colombian Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Colombian Peso Analyses