Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:11.96% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5362 | 3.20 | |
| 0.1092 | 10.22 | |
| 0.8534 | 62.79 | |
| 0.0606 | 1.17 | |
| -0.0538 | -0.75 | |
| -0.1166 | -2.94 | |
| 0.2590 | 8.34 | |
| -0.3025 | -8.66 | |
| 0.2654 | 6.48 | |
| -0.1315 | -3.25 | |
| 0.0081 | 0.24 | |
| 0.0025 | 0.09 | |
| 0.0123 | 0.66 |
Estimation Period:
Aug 20, 1992 to Feb 27, 2026
Aug 20, 1992 to Feb 27, 2026
News Impact Curve
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