Colombian Peso APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.37%
decreased by 0.55%
1 Week
16.39%
decreased by 0.53%
1 Month
16.46%
decreased by 0.46%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 14.05 | |
| 0.0641 | 37.31 | |
| 0.9359 | 702.63 | |
| -0.1059 | -9.67 | |
| 1.9705 | 46.92 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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