V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:18.87% (-1.09%)

Analysis last updated: Friday, April 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1704	30.84
$β$	0.7621	78.03
$γ$	-0.0868	-13.70
$λ_{1}$	0.0003	5.30
$λ_{2}$	0.0272	7.67
$λ_{3}$	0.9728	277.95

Estimation Period:
Aug 20, 1992 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts