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, April 11th, 2025:38.17% (+3.90%)

Analysis last updated: Saturday, April 12, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3130	6.49
$α$	0.1804	7.15
$β$	0.7501	27.95
$γ_{1}$	0.0054	0.35
$γ_{2}$	0.0167	0.76
$γ_{3}$	-0.0350	-3.34

Estimation Period:
Jan 16, 2008 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts