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V-Lab

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

Date Range:

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graph of Colombian Peso MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time