V-Lab: Colombian Peso APARCH Volatility Analysis

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:13.30% (-0.47%)

Analysis last updated: Sunday, December 3, 2023 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	13.94
$α$	0.0679	36.38
$β$	0.9321	653.63
$γ$	-0.1036	-9.43
$δ$	1.9717	45.80

Estimation Period:
Aug 20, 1992 to Dec 1, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts