V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

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V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:13.32% (-0.47%)

Analysis last updated: Sunday, December 3, 2023 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.89
$α$	0.0818	26.72
$β$	0.9319	701.75
$γ$	-0.0274	-5.91

Estimation Period:
Aug 20, 1992 to Dec 1, 2023

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