Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:15.15% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.89 | |
| 0.0783 | 27.01 | |
| 0.9352 | 749.34 | |
| -0.0270 | -6.24 |
Estimation Period:
Aug 20, 1992 to Jan 23, 2026
Aug 20, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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