US Dollar to Colombian Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:10.12% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 20.16 | |
| 0.0787 | 24.20 | |
| 0.9361 | 742.34 | |
| -0.0295 | -6.16 |
Estimation Period:
Apr 18, 1994 to Feb 20, 2026
Apr 18, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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