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 Friday, May 22nd, 2026
1 Day
9.62%
increased by 0.75%
1 Week
9.65%
increased by 0.78%
1 Month
9.78%
increased by 0.91%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.35 | |
| 0.0663 | 42.05 | |
| 0.9337 | 698.38 |
Estimation Period:
Aug 20, 1992 to May 15, 2026
Aug 20, 1992 to May 15, 2026
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