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 Wednesday, April 22nd, 2026
1 Day
11.85%
increased by 4.24%
1 Week
8,364,820,332.80%
increased by 8,364,820,325.19%
1 Month
25,349,885,206,840,680,000,000,000,000,000,000,000,000,000,000.00%
increased by 25,349,885,206,840,680,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.5538 | 5,538,210.00 | |
| 0.1962 | 1,961,790.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2841 | 17.80 | |
| 0.7384 | 24.91 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1992 to Apr 17, 2026
Aug 20, 1992 to Apr 17, 2026
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