V-Lab: Colombian Peso EGARCH Volatility Analysis

V-Lab

Colombian Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:12.35% (+1.15%)

Analysis last updated: Friday, June 20, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0145	18.49
$α$	0.1778	48.01
$β$	0.9883	2,157.92
$γ$	0.0255	7.20

Estimation Period:
Aug 20, 1992 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts