V-Lab: Colombia COLCAP Index MF2-GARCH Volatility Analysis

V-Lab

Colombia COLCAP Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:13.12% (-0.58%)

Analysis last updated: Saturday, June 28, 2025 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1021	20.77
$β$	0.6911	76.61
$γ$	0.1529	18.88
$λ_{1}$	0.0055	4.28
$λ_{2}$	0.0243	7.24
$λ_{3}$	0.9703	227.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts