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 Monday, June 15th, 2026
1 Day
15.63%
decreased by 0.12%
1 Week
15.65%
decreased by 0.10%
1 Month
15.73%
decreased by 0.02%
Analysis last updated: Friday, June 12, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 20.23 | |
| 0.0780 | 24.23 | |
| 0.9367 | 749.95 | |
| -0.0294 | -6.21 |
Estimation Period:
Apr 18, 1994 to Jun 12, 2026
Apr 18, 1994 to Jun 12, 2026
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