V-Lab: Colombian Peso APARCH Volatility Analysis

V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:11.73% (-0.35%)

Analysis last updated: Tuesday, July 15, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	14.01
$α$	0.0660	37.09
$β$	0.9340	681.76
$γ$	-0.1081	-9.88
$δ$	1.9693	46.72

Estimation Period:
Aug 20, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts