Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.13% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.77 | |
| 0.0790 | 27.08 | |
| 0.9347 | 743.02 | |
| -0.0274 | -6.29 |
Estimation Period:
Aug 20, 1992 to Oct 31, 2025
Aug 20, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Colombian Peso Analyses
Other GJR-GARCH Analyses on Currencies