Colombian Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.94% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1655 | 30.85 | |
| 0.7668 | 79.79 | |
| -0.0858 | -13.85 | |
| 0.0003 | 5.22 | |
| 0.0270 | 7.58 | |
| 0.9730 | 276.49 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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