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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.32% (-0.95%)
Analysis last updated: Sunday, January 25, 2026 at 01:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.53793.18
α0.108310.16
β0.855263.44
γ10.05851.11
γ2-0.0484-0.67
γ3-0.1231-3.08
γ40.26348.34
γ5-0.3023-8.36
γ60.25966.20
γ7-0.1215-2.98
γ8-0.0006-0.02
γ90.00670.25
γ100.01080.57
Estimation Period:
Aug 20, 1992 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts