V-Lab: Colombian Peso AGARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso AGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:9.74% (-0.33%)

Analysis last updated: Thursday, April 25, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0006	7.64
$α$	0.0746	45.92
$β$	0.9308	722.08
$γ$	-0.0672	-9.74

Estimation Period:
Aug 20, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts