V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:11.96% (-0.40%)

Analysis last updated: Tuesday, July 8, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.92
$α$	0.0801	27.05
$β$	0.9337	730.06
$γ$	-0.0276	-6.25

Estimation Period:
Aug 20, 1992 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts