V-Lab
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:12.11% (+1.06%)

Analysis last updated: Thursday, March 28, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.53943.47
α0.120010.01
β0.834953.09
γ10.07021.56
γ2-0.0802-1.28
γ3-0.0778-2.21
γ40.21948.17
γ5-0.2839-12.40
γ60.298710.79
γ7-0.2217-7.02
γ80.10463.11
γ9-0.0640-1.60
Estimation Period:
Aug 20, 1992 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts