Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.92% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 19.16 | |
| 0.1739 | 48.01 | |
| 0.9888 | 2,226.95 | |
| 0.0249 | 7.15 |
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Aug 20, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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