Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:12.97% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5413 | 3.19 | |
| 0.1077 | 10.08 | |
| 0.8554 | 62.74 | |
| 0.0619 | 1.17 | |
| -0.0508 | -0.70 | |
| -0.1300 | -3.27 | |
| 0.2789 | 8.83 | |
| -0.3211 | -8.88 | |
| 0.2745 | 6.61 | |
| -0.1285 | -3.18 | |
| -0.0017 | -0.05 | |
| 0.0186 | 0.61 | |
| -0.0255 | -0.52 |
Estimation Period:
Aug 20, 1992 to Jan 2, 2026
Aug 20, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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