V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.53% (-0.31%)

Analysis last updated: Friday, August 29, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.79
$α$	0.0793	27.04
$β$	0.9346	738.78
$γ$	-0.0276	-6.33

Estimation Period:
Aug 20, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts