Colombian Peso 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
16.97%
decreased by 0.55%
1 Week
16.99%
decreased by 0.53%
1 Month
17.07%
decreased by 0.45%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 19.35 | |
| 0.0667 | 42.11 | |
| 0.9333 | 694.42 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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