Colombian Peso AGARCH 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 13th, 2026
1 Day
13.86%
increased by 2.25%
1 Week
13.94%
increased by 2.33%
1 Month
14.30%
increased by 2.69%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 6.85 | |
| 0.0717 | 46.69 | |
| 0.9334 | 761.95 | |
| -0.0706 | -10.24 |
Estimation Period:
Aug 20, 1992 to Apr 10, 2026
Aug 20, 1992 to Apr 10, 2026
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