V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:2.61% (-5.76%)

Analysis last updated: Sunday, April 28, 2024 at 02:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.7063	7062500.00
$β$	0.0437	437500.00
$γ$	0.5000	5000000.00
$λ_{1}$	7.5713	13.11
$λ_{2}$	0.1846	12.77
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 20, 1992 to Apr 26, 2024

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Volatility Forecasts