Colombian Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.50% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 7.10 | |
| 0.0729 | 46.70 | |
| 0.9323 | 749.41 | |
| -0.0700 | -10.18 |
Estimation Period:
Aug 20, 1992 to Dec 5, 2025
Aug 20, 1992 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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