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	param	t-stat
$ω$	19.2043	0.09
$α$	0.5245	1.22
$β$	0.4621	42.83
$γ_{1}$	6.2790	0.11
$γ_{2}$	-5.5395	-0.08
$γ_{3}$	-13.5857	-0.80
$γ_{4}$	37.9382	33.05
$γ_{5}$	-50.1396	-85.01
$γ_{6}$	43.5438	43.95
$γ_{7}$	-31.3027	-10.44
$γ_{8}$	21.4959	3.34
$γ_{9}$	-12.3128	-2.23

V-Lab

Peruvian New Sol Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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