Colombian Peso EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
10.31%
increased by 0.05%
1 Week
10.56%
increased by 0.30%
1 Month
11.57%
increased by 1.31%
Analysis last updated: Tuesday, April 28, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 19.14 | |
| 0.1730 | 47.96 | |
| 0.9888 | 2,232.08 | |
| 0.0251 | 7.24 |
Estimation Period:
Aug 20, 1992 to Apr 24, 2026
Aug 20, 1992 to Apr 24, 2026
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