V-Lab
V-Lab
Colombian Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:9.25% (-0.29%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso GARCH
paramt-stat
ω0.001319.16
α0.067541.68
β0.9325680.17
Estimation Period:
Aug 20, 1992 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts