V-Lab: Colombian Peso APARCH Volatility Analysis

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:13.52% (-0.46%)

Analysis last updated: Sunday, November 30, 2025 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	14.13
$α$	0.0653	37.23
$β$	0.9347	690.35
$γ$	-0.1081	-9.87
$δ$	1.9693	46.84

Estimation Period:
Aug 20, 1992 to Nov 28, 2025

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