V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:15.24% (-0.46%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.86
$α$	0.0799	26.97
$β$	0.9338	728.41
$γ$	-0.0275	-6.20

Estimation Period:
Aug 20, 1992 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts