V-Lab: Colombian Peso GARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:15.33% (-1.12%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0039	19.87
$α$	0.1377	45.53
$β$	0.8623	339.37

Estimation Period:
Aug 20, 1992 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts