Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:9.50% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.64 | |
| 0.0674 | 42.25 | |
| 0.9326 | 688.24 |
Estimation Period:
Aug 20, 1992 to Feb 27, 2026
Aug 20, 1992 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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