Colombian Peso Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
12.71%
decreased by 0.70%
1 Week
12.86%
decreased by 0.55%
1 Month
13.29%
decreased by 0.12%
Analysis last updated: Sunday, April 5, 2026 at 01:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5275 | 3.26 | |
| 0.1084 | 10.05 | |
| 0.8517 | 60.71 | |
| 0.0618 | 1.21 | |
| -0.0535 | -0.76 | |
| -0.1231 | -3.22 | |
| 0.2726 | 9.13 | |
| -0.3230 | -9.79 | |
| 0.2919 | 7.47 | |
| -0.1592 | -4.04 | |
| 0.0277 | 0.84 | |
| -0.0039 | -0.13 | |
| 0.0067 | 0.14 |
Estimation Period:
Aug 20, 1992 to Apr 3, 2026
Aug 20, 1992 to Apr 3, 2026
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