Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:9.39% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.74 | |
| 0.0789 | 27.08 | |
| 0.9348 | 743.64 | |
| -0.0274 | -6.29 |
Estimation Period:
Aug 20, 1992 to Nov 7, 2025
Aug 20, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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