V-Lab: Colombian Peso APARCH Volatility Analysis

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V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:9.31% (+0.23%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	14.01
$α$	0.0651	37.13
$β$	0.9349	692.04
$γ$	-0.1089	-9.92
$δ$	1.9689	46.82

Estimation Period:
Aug 20, 1992 to Nov 7, 2025

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Volatility Forecasts