V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

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V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:15.70% (-0.14%)

Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	18.99
$α$	0.0837	26.70
$β$	0.9304	680.13
$γ$	-0.0283	-5.96

Estimation Period:
Aug 20, 1992 to Jan 28, 2023

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