Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.32% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5379 | 3.18 | |
| 0.1083 | 10.16 | |
| 0.8552 | 63.44 | |
| 0.0585 | 1.11 | |
| -0.0484 | -0.67 | |
| -0.1231 | -3.08 | |
| 0.2634 | 8.34 | |
| -0.3023 | -8.36 | |
| 0.2596 | 6.20 | |
| -0.1215 | -2.98 | |
| -0.0006 | -0.02 | |
| 0.0067 | 0.25 | |
| 0.0108 | 0.57 |
Estimation Period:
Aug 20, 1992 to Jan 23, 2026
Aug 20, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Colombian Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies