Colombian Peso EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
10.96%
increased by 0.06%
1 Week
11.21%
increased by 0.31%
1 Month
12.23%
increased by 1.33%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 19.20 | |
| 0.1725 | 47.90 | |
| 0.9889 | 2,242.34 | |
| 0.0249 | 7.19 |
Estimation Period:
Aug 20, 1992 to May 15, 2026
Aug 20, 1992 to May 15, 2026
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