V-Lab: Colombian Peso EGARCH Volatility Analysis

V-Lab

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V-Lab

Colombian Peso EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:9.68% (-0.50%)

Analysis last updated: Thursday, April 25, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0150	18.41
$α$	0.1795	47.64
$β$	0.9884	2144.13
$γ$	0.0242	6.73

Estimation Period:
Aug 20, 1992 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts