V-Lab
V-Lab
Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:11.17% (-0.39%)

Analysis last updated: Friday, April 19, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso GARCH
paramt-stat
ω0.001319.30
α0.069241.54
β0.9308661.52
Estimation Period:
Aug 20, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts