Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.61% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5363 | 3.21 | |
| 0.1074 | 10.06 | |
| 0.8550 | 62.45 | |
| 0.0620 | 1.19 | |
| -0.0523 | -0.73 | |
| -0.1269 | -3.23 | |
| 0.2765 | 8.95 | |
| -0.3229 | -9.26 | |
| 0.2833 | 6.97 | |
| -0.1430 | -3.56 | |
| 0.0121 | 0.37 | |
| 0.0073 | 0.24 | |
| -0.0063 | -0.13 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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