V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:0.00% (-16.77%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.6239	6239410.00
$β$	0.1261	1260590.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.1008	1008360.00
$λ_{2}$	0.8325	8324820.00
$λ_{3}$	0.0000	100.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts