V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:11.96% (-0.45%)

Analysis last updated: Tuesday, December 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1678	31.06
$β$	0.7657	80.07
$γ$	-0.0868	-13.94
$λ_{1}$	0.0003	5.34
$λ_{2}$	0.0269	7.68
$λ_{3}$	0.9731	281.42

Estimation Period:
Aug 20, 1992 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts