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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4825	4.14***
αARCH	0.1098	10.14***
βGARCH	0.8529	66.59***

γ₁	0.0426	0.89
γ₂	-0.0762	-1.07
γ₃	-0.0294	-0.59
γ₄	0.1955	4.44***
γ₅	-0.3016	-9.93***
γ₆	0.3390	10.55***
γ₇	-0.2616	-6.81***
γ₈	0.1282	3.27***
γ₉	-0.0739	-2.04**
γ₁₀	0.0817	1.66*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4825	4.14***
α ARCH Response to squared shocks	0.1098	10.14***
β GARCH Volatility persistence	0.8529	66.59***

γ₁	0.0426	0.89
γ₂	-0.0762	-1.07
γ₃	-0.0294	-0.59
γ₄	0.1955	4.44***
γ₅	-0.3016	-9.93***
γ₆	0.3390	10.55***
γ₇	-0.2616	-6.81***
γ₈	0.1282	3.27***
γ₉	-0.0739	-2.04**
γ₁₀	0.0817	1.66*

V-Lab

US Dollar to Colombian Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Colombian Peso Analyses