Using femtosecond laser pulses at 800 and 400 nm, we characterize the formation of underdense channels in air generated by laser filamentation at the millijoule energy level by means of transverse interferometry. We find that using tight focusing conditions, filamentation generates a shock wave and that the resulting low-density channel lasts for more than 90 ms. Comparison of these results with hydrodynamic simulations using an Eulerian hydrodynamic code gives an good agreement and allows us to estimate the initial gas peak temperature at ∼ 1000 K. The influence of experimental parameters such as the focusing conditions for the ultrashort laser pulse, its polarization or the wavelength is studied and linked to previous characterizations of filamentation-generated plasma columns.