V-Lab: Colombian Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:10.11% (-0.26%)

Analysis last updated: Tuesday, April 23, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	13.89
$α$	0.0668	36.44
$β$	0.9332	665.60
$γ$	-0.1029	-9.36
$δ$	1.9721	45.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts