Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:15.07% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 18.88 | |
| 0.1743 | 47.95 | |
| 0.9887 | 2,206.82 | |
| 0.0253 | 7.24 |
Estimation Period:
Aug 20, 1992 to Jan 23, 2026
Aug 20, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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