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

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V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:11.65% (-0.57%)

Analysis last updated: Sunday, December 14, 2025 at 01:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5203	3.02
$α$	0.1084	10.14
$β$	0.8554	63.46
$γ_{1}$	0.0528	0.97
$γ_{2}$	-0.0407	-0.55
$γ_{3}$	-0.1267	-3.12
$γ_{4}$	0.2662	8.27
$γ_{5}$	-0.3020	-8.13
$γ_{6}$	0.2527	5.98
$γ_{7}$	-0.1098	-2.71
$γ_{8}$	-0.0100	-0.31
$γ_{9}$	0.0107	0.40
$γ_{10}$	0.0096	0.51

Estimation Period:
Aug 20, 1992 to Dec 12, 2025

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