US Dollar to Colombian Peso APARCH 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
15.74%
decreased by 0.49%
1 Week
15.76%
decreased by 0.47%
1 Month
15.85%
decreased by 0.38%
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 | |
|---|---|---|
| 0.0014 | 14.16 | |
| 0.0634 | 36.21 | |
| 0.9366 | 670.91 | |
| -0.1188 | -10.29 | |
| 1.9632 | 41.60 |
Estimation Period:
Apr 18, 1994 to Jun 5, 2026
Apr 18, 1994 to Jun 5, 2026
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