V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

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Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:-0.00% (-5.05%)

Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.6239	6,239,410.00
$β$	0.1261	1,260,590.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0030	8.31
$λ_{2}$	0.0680	136.04
$λ_{3}$	0.7639	417.21

Estimation Period:
Aug 20, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts