Colombian Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.47% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 6.89 | |
| 0.0719 | 46.72 | |
| 0.9332 | 759.93 | |
| -0.0704 | -10.21 |
Estimation Period:
Aug 20, 1992 to Mar 6, 2026
Aug 20, 1992 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Colombian Peso Analyses
Other AGARCH Analyses on Currencies