Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:12.51% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 18.64 | |
| 0.0776 | 26.91 | |
| 0.9357 | 755.82 | |
| -0.0266 | -6.19 |
Estimation Period:
Aug 20, 1992 to Mar 14, 2026
Aug 20, 1992 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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