Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.29% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5619 | 3.31 | |
| 0.1075 | 10.20 | |
| 0.8568 | 64.53 | |
| 0.0663 | 1.29 | |
| -0.0599 | -0.84 | |
| -0.1175 | -2.96 | |
| 0.2616 | 8.32 | |
| -0.3041 | -8.50 | |
| 0.2643 | 6.33 | |
| -0.1276 | -3.12 | |
| 0.0038 | 0.11 | |
| 0.0059 | 0.22 | |
| 0.0098 | 0.51 |
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Aug 20, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Colombian Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies