Colombian Peso 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, April 27th, 2026
1 Day
10.98%
increased by 0.39%
1 Week
11.01%
increased by 0.42%
1 Month
11.12%
increased by 0.53%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.51 | |
| 0.0666 | 42.08 | |
| 0.9334 | 695.03 |
Estimation Period:
Aug 20, 1992 to Apr 24, 2026
Aug 20, 1992 to Apr 24, 2026
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