Colombian Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:13.22% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1656 | 30.90 | |
| 0.7665 | 79.71 | |
| -0.0856 | -13.83 | |
| 0.0003 | 5.19 | |
| 0.0269 | 7.61 | |
| 0.9731 | 278.42 |
Estimation Period:
Aug 20, 1992 to Mar 6, 2026
Aug 20, 1992 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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