V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:10.11% (+0.30%)

Analysis last updated: Tuesday, March 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1684	30.60
$β$	0.7624	77.25
$γ$	-0.0847	-13.38
$λ_{1}$	0.0003	5.25
$λ_{2}$	0.0273	7.60
$λ_{3}$	0.9727	274.71

Estimation Period:
Aug 20, 1992 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts