US Dollar to Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.79% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 17.21 | |
| 0.1750 | 46.64 | |
| 0.9881 | 2,134.02 | |
| 0.0295 | 7.21 |
Estimation Period:
Apr 18, 1994 to Feb 20, 2026
Apr 18, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies