V-Lab: Colombian Peso EGARCH Volatility Analysis

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V-Lab

Colombian Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:15.69% (+1.61%)

Analysis last updated: Friday, November 28, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0144	18.75
$α$	0.1761	48.08
$β$	0.9885	2,186.92
$γ$	0.0255	7.26

Estimation Period:
Aug 20, 1992 to Nov 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts