V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

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Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:9.55% (-0.31%)

Analysis last updated: Wednesday, November 5, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.77
$α$	0.0790	27.08
$β$	0.9347	743.02
$γ$	-0.0274	-6.29

Estimation Period:
Aug 20, 1992 to Oct 31, 2025

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