Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:10.84% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.49 | |
| 0.0678 | 42.15 | |
| 0.9322 | 683.95 |
Estimation Period:
Aug 20, 1992 to Dec 19, 2025
Aug 20, 1992 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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