Colombian Peso APARCH 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 20th, 2026
1 Day
11.90%
increased by 0.95%
1 Week
11.92%
increased by 0.97%
1 Month
12.03%
increased by 1.08%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 13.97 | |
| 0.0640 | 37.34 | |
| 0.9360 | 703.78 | |
| -0.1076 | -9.77 | |
| 1.9696 | 46.87 |
Estimation Period:
Aug 20, 1992 to Apr 17, 2026
Aug 20, 1992 to Apr 17, 2026
Other Colombian Peso Analyses
Other APARCH Analyses on Currencies