V-Lab: Colombia COLCAP Index Asy. Power MEM Volatility Analysis

V-Lab

Colombia COLCAP Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:13.25% (+1.16%)

Analysis last updated: Saturday, June 21, 2025 at 05:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0438	25.05
$α$	0.2318	52.07
$β$	0.7475	155.31
$γ$	0.1156	17.16
$δ$	1.4340	23.06

Estimation Period:
Jan 16, 2008 to Apr 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts