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

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Colombia COLCAP Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 27th, 2023:25.21% (-3.31%)

Analysis last updated: Saturday, March 25, 2023, 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0860	17.46
$β$	0.6990	74.52
$γ$	0.1787	20.57
$λ_{1}$	0.0059	4.01
$λ_{2}$	0.0268	6.89
$λ_{3}$	0.9675	196.57

Estimation Period:
Jan 16, 2008 to Mar 24, 2023

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