US Dollar to Colombian Peso EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.87%
increased by 0.14%
1 Week
16.10%
increased by 0.37%
1 Month
17.00%
increased by 1.27%
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 | |
|---|---|---|
| 0.0145 | 17.58 | |
| 0.1743 | 46.82 | |
| 0.9882 | 2,152.93 | |
| 0.0296 | 7.30 |
Estimation Period:
Apr 18, 1994 to Jun 12, 2026
Apr 18, 1994 to Jun 12, 2026
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