V-Lab: Colombian Peso APARCH Volatility Analysis

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:15.83% (+2.28%)

Analysis last updated: Friday, January 27, 2023, 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	13.85
$α$	0.0694	35.81
$β$	0.9306	635.64
$γ$	-0.1048	-9.54
$δ$	1.9711	45.35

Estimation Period:
Aug 20, 1992 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts