Colombian Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
11.82%
decreased by 0.38%
1 Week
11.84%
increased by 0.02%
1 Month
11.94%
increased by 0.12%
Analysis last updated: Sunday, March 22, 2026 at 01:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 18.62 | |
| 0.0776 | 26.91 | |
| 0.9357 | 755.84 | |
| -0.0266 | -6.20 |
Estimation Period:
Aug 20, 1992 to Mar 20, 2026
Aug 20, 1992 to Mar 20, 2026
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