Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.67% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 18.82 | |
| 0.0779 | 26.90 | |
| 0.9353 | 751.28 | |
| -0.0265 | -6.14 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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