V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:11.51% (-0.91%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1674	30.99
$β$	0.7656	79.74
$γ$	-0.0866	-13.90
$λ_{1}$	0.0003	5.25
$λ_{2}$	0.0269	7.65
$λ_{3}$	0.9731	280.11

Estimation Period:
Aug 20, 1992 to Nov 21, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts