Colombian Peso MF2-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, May 25th, 2026
1 Day
-0.00%
decreased by 18.81%
1 Week
4.49%
decreased by 14.32%
1 Month
6.67%
decreased by 12.14%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.6239 | 6,239,410.00 | |
| 0.1261 | 1,260,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0652 | 0.80 | |
| 0.8319 | 5.52 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1992 to May 22, 2026
Aug 20, 1992 to May 22, 2026
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