V-Lab: Colombian Peso GARCH Volatility Analysis

V-Lab

Colombian Peso GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:12.23% (-0.41%)

Analysis last updated: Monday, July 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	19.57
$α$	0.0687	42.02
$β$	0.9313	673.42

Estimation Period:
Aug 20, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts