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 1st, 2026
1 Day
0.00%
decreased by 8.27%
1 Week
4.20%
decreased by 4.07%
1 Month
6.51%
decreased by 1.76%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5620 | 5,620,320.00 | |
| 0.1880 | 1,879,680.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0541 | 4.21 | |
| 0.7494 | 14.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1992 to Mar 27, 2026
Aug 20, 1992 to Mar 27, 2026
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