V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:11.33% (+0.97%)

Analysis last updated: Friday, June 20, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.90
$α$	0.0801	27.06
$β$	0.9337	730.05
$γ$	-0.0277	-6.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts