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V-Lab
V-Lab
Colombian Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:9.25% (-0.32%)
Analysis last updated: Sunday, October 12, 2025 at 01:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso AGARCH
paramt-stat
ω0.00066.96
α0.072846.40
β0.9323746.45
γ-0.0708-10.27
Estimation Period:
Aug 20, 1992 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts