Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.90% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 19.18 | |
| 0.1740 | 48.02 | |
| 0.9888 | 2,226.97 | |
| 0.0249 | 7.15 |
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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