Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:9.51% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 19.03 | |
| 0.1741 | 48.02 | |
| 0.9887 | 2,221.81 | |
| 0.0249 | 7.15 |
Estimation Period:
Aug 20, 1992 to Feb 20, 2026
Aug 20, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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