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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 6.80 | |
| 0.0718 | 46.81 | |
| 0.9334 | 764.47 | |
| -0.0703 | -10.22 |
Estimation Period:
Aug 20, 1992 to Jun 12, 2026
Aug 20, 1992 to Jun 12, 2026
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