V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:11.96% (-0.45%)
Analysis last updated: Tuesday, July 15, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.56793.04
α0.108710.29
β0.860466.98
γ10.06051.08
γ2-0.0484-0.63
γ3-0.1300-3.02
γ40.26967.52
γ5-0.2910-6.72
γ60.21534.65
γ7-0.0549-1.33
γ8-0.0546-1.66
γ90.03531.24
γ10-0.0035-0.17
Estimation Period:
Aug 20, 1992 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts