Colombian Peso MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
11.62%
increased by 0.11%
1 Week
11.96%
increased by 0.45%
1 Month
12.78%
increased by 1.27%
Analysis last updated: Tuesday, April 14, 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 | |
|---|---|---|
| 21 | ||
| 0.1656 | 30.92 | |
| 0.7664 | 79.67 | |
| -0.0861 | -13.91 | |
| 0.0003 | 5.17 | |
| 0.0269 | 7.60 | |
| 0.9731 | 278.59 |
Estimation Period:
Aug 20, 1992 to Apr 10, 2026
Aug 20, 1992 to Apr 10, 2026
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