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

V-Lab

Colombia COLCAP Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:23.36% (+1.34%)

Analysis last updated: Tuesday, November 23, 2021, 01:25 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0541	23.63
$α$	0.2265	42.86
$β$	0.7377	121.57
$γ$	0.1776	18.12
$δ$	1.4812	23.83

Estimation Period:
Jan 16, 2008 to Nov 19, 2021

News Impact Curve

Volatility Forecasts

Other Colombia COLCAP Index Analyses
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GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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