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Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:10.87% (-0.50%)
Analysis last updated: Tuesday, February 17, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.54163.25
α0.107310.06
β0.855162.57
γ10.06321.22
γ2-0.0536-0.75
γ3-0.1268-3.24
γ40.27668.97
γ5-0.3231-9.29
γ60.28356.99
γ7-0.1432-3.57
γ80.01210.37
γ90.00750.25
γ10-0.0076-0.16
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts