V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:9.74% (-0.58%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1687	30.99
$β$	0.7645	79.45
$γ$	-0.0877	-14.00
$λ_{1}$	0.0003	5.29
$λ_{2}$	0.0270	7.66
$λ_{3}$	0.9730	278.70

Estimation Period:
Aug 20, 1992 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts