V-Lab: Colombian Peso GARCH Volatility Analysis

Skip to main content

V-Lab

Colombian Peso GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:10.24% (-0.13%)

Analysis last updated: Sunday, October 19, 2025 at 01:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	19.51
$α$	0.0678	41.98
$β$	0.9322	681.40

Estimation Period:
Aug 20, 1992 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts