US Dollar to 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
16.96%
decreased by 0.22%
1 Week
17.05%
decreased by 0.13%
1 Month
17.45%
increased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 4.01 | |
| 0.0692 | 44.23 | |
| 0.9357 | 762.55 | |
| -0.0912 | -11.81 |
Estimation Period:
Apr 18, 1994 to Jun 12, 2026
Apr 18, 1994 to Jun 12, 2026
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