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 ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.56062.86
α0.108210.25
β0.862968.20
γ10.05450.91
γ2-0.0376-0.46
γ3-0.1380-3.05
γ40.26886.97
γ5-0.2737-5.73
γ60.17983.66
γ7-0.0111-0.26
γ8-0.0882-2.66
γ90.05211.75
γ10-0.0105-0.48
Estimation Period:
Aug 20, 1992 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts