V-Lab: Colombian Peso MF2-GARCH Volatility Analysis

V-Lab

Colombian Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:11.09% (-0.58%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1697	30.92
$β$	0.7631	78.68
$γ$	-0.0872	-13.84
$λ_{1}$	0.0003	5.27
$λ_{2}$	0.0271	7.67
$λ_{3}$	0.9729	278.53

Estimation Period:
Aug 20, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts