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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.29% (-0.62%)
Analysis last updated: Sunday, February 15, 2026 at 02:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.56193.31
α0.107510.20
β0.856864.53
γ10.06631.29
γ2-0.0599-0.84
γ3-0.1175-2.96
γ40.26168.32
γ5-0.3041-8.50
γ60.26436.33
γ7-0.1276-3.12
γ80.00380.11
γ90.00590.22
γ100.00980.51
Estimation Period:
Aug 20, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts