V-Lab: Colombian Peso AGARCH Volatility Analysis

V-Lab

Colombian Peso AGARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:7.83% (+0.10%)

Analysis last updated: Friday, September 12, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	7.02
$α$	0.0731	46.39
$β$	0.9320	742.01
$γ$	-0.0709	-10.28

Estimation Period:
Aug 20, 1992 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts