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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of US Dollar to Colombian Peso GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time