Colombian Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:9.30% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1674 | 31.05 | |
| 0.7658 | 80.01 | |
| -0.0867 | -13.95 | |
| 0.0003 | 5.32 | |
| 0.0268 | 7.66 | |
| 0.9732 | 281.10 |
Estimation Period:
Aug 20, 1992 to Dec 19, 2025
Aug 20, 1992 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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