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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.85% (-0.93%)
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 S0GARCH
paramt-stat
ω0.55743.24
α0.107410.17
β0.856764.28
γ10.06951.33
γ2-0.0654-0.91
γ3-0.1145-2.85
γ40.26188.25
γ5-0.3069-8.50
γ60.26866.38
γ7-0.1322-3.20
γ80.00710.21
γ90.00450.17
γ100.01010.52
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts