V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:11.31% (+0.37%)

Analysis last updated: Friday, May 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1699	30.92
$β$	0.7628	78.51
$γ$	-0.0867	-13.75
$λ_{1}$	0.0003	5.35
$λ_{2}$	0.0271	7.68
$λ_{3}$	0.9729	278.68

Estimation Period:
Aug 20, 1992 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts