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

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V-Lab

Colombia COLCAP Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:18.11% (+1.22%)

Analysis last updated: Saturday, June 3, 2023 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0410	23.26
$α$	0.2271	48.56
$β$	0.7555	152.43
$γ$	0.1386	18.48
$δ$	1.4132	21.55

Estimation Period:
Jan 16, 2008 to May 5, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts