Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:12.25% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 18.95 | |
| 0.1744 | 47.96 | |
| 0.9887 | 2,211.80 | |
| 0.0252 | 7.21 |
Estimation Period:
Aug 20, 1992 to Jan 16, 2026
Aug 20, 1992 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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