V-Lab: Colombian Peso GJR-GARCH Volatility Analysis

V-Lab

Colombian Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:13.95% (-0.47%)

Analysis last updated: Wednesday, July 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	18.89
$α$	0.0801	27.06
$β$	0.9338	731.22
$γ$	-0.0277	-6.27

Estimation Period:
Aug 20, 1992 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts