Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.10% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5365 | 3.24 | |
| 0.1078 | 10.07 | |
| 0.8538 | 61.91 | |
| 0.0625 | 1.21 | |
| -0.0531 | -0.75 | |
| -0.1262 | -3.24 | |
| 0.2759 | 9.01 | |
| -0.3231 | -9.40 | |
| 0.2852 | 7.09 | |
| -0.1462 | -3.66 | |
| 0.0146 | 0.44 | |
| 0.0071 | 0.23 | |
| -0.0116 | -0.24 |
Estimation Period:
Aug 20, 1992 to Feb 20, 2026
Aug 20, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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