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, June 15th, 2026
1 Day
-0.00%
decreased by 22.29%
1 Week
4.92%
decreased by 17.37%
1 Month
7.38%
decreased by 14.91%
Analysis last updated: Sunday, June 14, 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 | |
| 0.0651 | 0.76 | |
| 0.8319 | 5.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1992 to Jun 12, 2026
Aug 20, 1992 to Jun 12, 2026
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