V-Lab: Colombian Peso EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Colombian Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:12.46% (+0.14%)

Analysis last updated: Friday, July 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0148	18.41
$α$	0.1788	47.65
$β$	0.9884	2148.75
$γ$	0.0242	6.76

Estimation Period:
Aug 20, 1992 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts