Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.53% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5375 | 3.38 | |
| 0.1092 | 10.09 | |
| 0.8500 | 60.00 | |
| 0.0663 | 1.34 | |
| -0.0637 | -0.93 | |
| -0.1095 | -2.85 | |
| 0.2557 | 8.45 | |
| -0.3032 | -9.05 | |
| 0.2681 | 6.89 | |
| -0.1353 | -3.51 | |
| 0.0115 | 0.36 | |
| 0.0023 | 0.09 | |
| 0.0104 | 0.57 |
Estimation Period:
Aug 20, 1992 to Mar 6, 2026
Aug 20, 1992 to Mar 6, 2026
News Impact Curve
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