V-Lab
V-Lab
Colombian Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:12.52% (+0.34%)

Analysis last updated: Friday, September 22, 2023 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso EGARCH
paramt-stat
ω0.015017.88
α0.184147.84
β0.98802075.53
γ0.02496.80
Estimation Period:
Aug 20, 1992 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts