Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:12.90% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 18.73 | |
| 0.0788 | 27.06 | |
| 0.9348 | 744.29 | |
| -0.0272 | -6.25 |
Estimation Period:
Aug 20, 1992 to Nov 21, 2025
Aug 20, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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