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, September 13th, 2024:12.13% (-0.31%)

Analysis last updated: Friday, September 13, 2024 at 06:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0404	23.84
$α$	0.2197	49.25
$β$	0.7615	160.59
$γ$	0.1260	17.49
$δ$	1.4636	23.21

Estimation Period:
Jan 16, 2008 to Mar 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts