V-Lab: Colombian Peso APARCH Volatility Analysis

V-Lab

Colombian Peso APARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:15.00% (-0.52%)

Analysis last updated: Sunday, May 11, 2025 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	13.99
$α$	0.0660	36.98
$β$	0.9340	678.28
$γ$	-0.1075	-9.81
$δ$	1.9696	46.55

Estimation Period:
Aug 20, 1992 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts