V-Lab: Colombian Peso GARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:11.56% (-0.39%)

Analysis last updated: Thursday, April 18, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	19.33
$α$	0.0693	41.52
$β$	0.9307	660.54

Estimation Period:
Aug 20, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts