Colombian Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:0.26% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.6725 | 6,725,020.00 | |
| 0.0775 | 774,980.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4074 | 4,074,190.00 | |
| 0.0304 | 304,470.00 | |
| 0.3550 | 3,550,160.00 |
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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