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

V-Lab

Colombia COLCAP Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:24.81% (-2.46%)

Analysis last updated: Saturday, April 19, 2025 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1013	20.73
$β$	0.6953	77.46
$γ$	0.1518	18.83
$λ_{1}$	0.0055	4.33
$λ_{2}$	0.0245	7.26
$λ_{3}$	0.9702	227.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts