Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:11.57% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 18.55 | |
| 0.1759 | 47.96 | |
| 0.9885 | 2,182.04 | |
| 0.0257 | 7.32 |
Estimation Period:
Aug 20, 1992 to Oct 24, 2025
Aug 20, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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