Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:11.36% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.79 | |
| 0.0789 | 27.09 | |
| 0.9347 | 744.22 | |
| -0.0272 | -6.26 |
Estimation Period:
Aug 20, 1992 to Dec 12, 2025
Aug 20, 1992 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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