Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:12.27% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.95 | |
| 0.0782 | 26.95 | |
| 0.9351 | 749.85 | |
| -0.0266 | -6.14 |
Estimation Period:
Aug 20, 1992 to Feb 27, 2026
Aug 20, 1992 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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