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V-Lab

Colombian Peso AGARCH 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

16.67%

decreased by 0.58%

1 Week

16.77%

decreased by 0.48%

1 Month

17.18%

decreased by 0.07%

Analysis last updated: Sunday, June 14, 2026 at 01:45 PM UTC

Date Range:

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graph of Colombian Peso AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time