V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:11.68% (+0.09%)

Analysis last updated: Friday, May 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	19.00
$α$	0.0803	27.03
$β$	0.9336	727.07
$γ$	-0.0276	-6.23

Estimation Period:
Aug 20, 1992 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts