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V-Lab

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

Date Range:

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graph of Colombian Peso AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time