Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.70% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.74 | |
| 0.0790 | 27.04 | |
| 0.9347 | 741.83 | |
| -0.0274 | -6.29 |
Estimation Period:
Aug 20, 1992 to Oct 10, 2025
Aug 20, 1992 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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