V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 5th, 2024:11.05% (-0.31%)

Analysis last updated: Monday, March 4, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.52023.38
α0.12019.97
β0.834152.42
γ10.06421.41
γ2-0.0732-1.16
γ3-0.0770-2.17
γ40.21397.94
γ5-0.2760-11.97
γ60.288810.47
γ7-0.2089-6.84
γ80.08742.99
γ9-0.0313-1.55
Estimation Period:
Aug 20, 1992 to Mar 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts