V-Lab: Colombian Peso GARCH Volatility Analysis

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V-Lab

Colombian Peso GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:9.28% (-0.32%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	19.48
$α$	0.0678	42.00
$β$	0.9322	682.44

Estimation Period:
Aug 20, 1992 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts