Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:13.54% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5495 | 3.15 | |
| 0.1092 | 10.27 | |
| 0.8560 | 64.54 | |
| 0.0602 | 1.13 | |
| -0.0513 | -0.70 | |
| -0.1217 | -3.00 | |
| 0.2639 | 8.17 | |
| -0.3024 | -8.13 | |
| 0.2562 | 6.01 | |
| -0.1159 | -2.82 | |
| -0.0047 | -0.14 | |
| 0.0091 | 0.33 | |
| 0.0090 | 0.47 |
Estimation Period:
Aug 20, 1992 to Jan 2, 2026
Aug 20, 1992 to Jan 2, 2026
News Impact Curve
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