US Dollar to Colombian Peso GJR-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, June 10th, 2026
1 Day
15.83%
decreased by 0.49%
1 Week
15.85%
decreased by 0.47%
1 Month
15.93%
decreased by 0.39%
Analysis last updated: Tuesday, June 9, 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 | |
|---|---|---|
| 0.0013 | 20.34 | |
| 0.0781 | 24.22 | |
| 0.9365 | 746.82 | |
| -0.0293 | -6.16 |
Estimation Period:
Apr 18, 1994 to Jun 5, 2026
Apr 18, 1994 to Jun 5, 2026
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