V-Lab
V-Lab
US Dollar to Colombian Peso APARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:9.63% (-0.31%)

Analysis last updated: Sunday, May 5, 2024 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Colombian Peso APARCH
paramt-stat
ω0.001413.78
α0.065635.11
β0.9340638.00
γ-0.1152-10.01
δ1.981840.91
Estimation Period:
Apr 18, 1994 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts