Colombian Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:6.39% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.5699 | 5,699,200.00 | |
| 0.1801 | 1,800,800.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0426 | 9.15 | |
| 0.7599 | 8.94 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1992 to Jan 30, 2026
Aug 20, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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