V-Lab: Colombia COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Colombia COLCAP Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:20.21% (-1.70%)

Analysis last updated: Saturday, May 17, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3138	6.54
$α$	0.1834	7.25
$β$	0.7458	27.67
$γ_{1}$	0.0057	0.37
$γ_{2}$	0.0162	0.75
$γ_{3}$	-0.0346	-3.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts