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

V-Lab

|

V-Lab

Colombia COLCAP Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, January 27th, 2023:15.28% (-1.08%)

Analysis last updated: Friday, January 27, 2023, 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0410	22.93
$α$	0.2276	47.67
$β$	0.7547	149.13
$γ$	0.1368	17.89
$δ$	1.4170	21.21

Estimation Period:
Jan 16, 2008 to Dec 7, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts