Colombian Peso Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.81%
decreased by 1.04%
1 Week
16.72%
decreased by 1.13%
1 Month
16.43%
decreased by 1.42%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5210 | 3.31 | |
| 0.1095 | 10.05 | |
| 0.8485 | 59.11 | |
| 0.0622 | 1.25 | |
| -0.0564 | -0.83 | |
| -0.1170 | -3.13 | |
| 0.2663 | 9.25 | |
| -0.3216 | -10.43 | |
| 0.3012 | 8.09 | |
| -0.1786 | -4.65 | |
| 0.0477 | 1.45 | |
| -0.0195 | -0.67 | |
| 0.0290 | 0.67 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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