Skip to main content
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.61% (-0.95%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.53633.21
α0.107410.06
β0.855062.45
γ10.06201.19
γ2-0.0523-0.73
γ3-0.1269-3.23
γ40.27658.95
γ5-0.3229-9.26
γ60.28336.97
γ7-0.1430-3.56
γ80.01210.37
γ90.00730.24
γ10-0.0063-0.13
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts