V-Lab: Colombian Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:8.70% (+0.41%)

Analysis last updated: Tuesday, January 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	13.84
$α$	0.0652	36.55
$β$	0.9348	683.36
$γ$	-0.1043	-9.46
$δ$	1.9713	46.20

Estimation Period:
Aug 20, 1992 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts