Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:12.05% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.30 | |
| 0.0667 | 42.08 | |
| 0.9333 | 693.88 |
Estimation Period:
Aug 20, 1992 to Mar 14, 2026
Aug 20, 1992 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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