US Dollar to Colombian Peso GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.70%
decreased by 0.13%
1 Week
15.72%
decreased by 0.11%
1 Month
15.80%
decreased by 0.03%
Analysis last updated: Wednesday, June 10, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 20.34 | |
| 0.0781 | 24.22 | |
| 0.9365 | 746.82 | |
| -0.0293 | -6.16 |
Estimation Period:
Apr 18, 1994 to Jun 5, 2026
Apr 18, 1994 to Jun 5, 2026
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