Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:12.80% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.42 | |
| 0.0677 | 42.05 | |
| 0.9323 | 684.03 |
Estimation Period:
Aug 20, 1992 to Nov 21, 2025
Aug 20, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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