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V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.10% (+0.32%)
Analysis last updated: Friday, February 20, 2026 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.53653.24
α0.107810.07
β0.853861.91
γ10.06251.21
γ2-0.0531-0.75
γ3-0.1262-3.24
γ40.27599.01
γ5-0.3231-9.40
γ60.28527.09
γ7-0.1462-3.66
γ80.01460.44
γ90.00710.23
γ10-0.0116-0.24
Estimation Period:
Aug 20, 1992 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts