Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:12.13% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.97 | |
| 0.0784 | 27.00 | |
| 0.9350 | 747.43 | |
| -0.0269 | -6.20 |
Estimation Period:
Aug 20, 1992 to Jan 2, 2026
Aug 20, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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