Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5416 | 3.25 | |
| 0.1073 | 10.06 | |
| 0.8551 | 62.57 | |
| 0.0632 | 1.22 | |
| -0.0536 | -0.75 | |
| -0.1268 | -3.24 | |
| 0.2766 | 8.97 | |
| -0.3231 | -9.29 | |
| 0.2835 | 6.99 | |
| -0.1432 | -3.57 | |
| 0.0121 | 0.37 | |
| 0.0075 | 0.25 | |
| -0.0076 | -0.16 |
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Aug 20, 1992 to Feb 13, 2026
News Impact Curve
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