V-Lab: Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:23.92% (-0.71%)

Analysis last updated: Thursday, April 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5606	2.86
$α$	0.1082	10.25
$β$	0.8629	68.20
$γ_{1}$	0.0545	0.91
$γ_{2}$	-0.0376	-0.46
$γ_{3}$	-0.1380	-3.05
$γ_{4}$	0.2688	6.97
$γ_{5}$	-0.2737	-5.73
$γ_{6}$	0.1798	3.66
$γ_{7}$	-0.0111	-0.26
$γ_{8}$	-0.0882	-2.66
$γ_{9}$	0.0521	1.75
$γ_{10}$	-0.0105	-0.48

Estimation Period:
Aug 20, 1992 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts