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 Tuesday, July 7th, 2026
1 Day
13.70%
increased by 5.71%
1 Week
129,836,007,332,326,700,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 129,836,007,332,326,700,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Month
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0770 | 2.70 | |
| 0.8929 | 4.92 | |
| 0.1071 | 0.58 |
Estimation Period:
Aug 20, 1992 to Jul 3, 2026
Aug 20, 1992 to Jul 3, 2026
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