V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:-0.00% (-12.46%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.5699	5,699,200.00
$β$	0.1801	1,800,800.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0017	21.53
$λ_{2}$	0.7599	20.16
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 20, 1992 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts