Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.85% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5574 | 3.24 | |
| 0.1074 | 10.17 | |
| 0.8567 | 64.28 | |
| 0.0695 | 1.33 | |
| -0.0654 | -0.91 | |
| -0.1145 | -2.85 | |
| 0.2618 | 8.25 | |
| -0.3069 | -8.50 | |
| 0.2686 | 6.38 | |
| -0.1322 | -3.20 | |
| 0.0071 | 0.21 | |
| 0.0045 | 0.17 | |
| 0.0101 | 0.52 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
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