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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:14.53% (+1.21%)
Analysis last updated: Thursday, March 12, 2026 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.53753.38
α0.109210.09
β0.850060.00
γ10.06631.34
γ2-0.0637-0.93
γ3-0.1095-2.85
γ40.25578.45
γ5-0.3032-9.05
γ60.26816.89
γ7-0.1353-3.51
γ80.01150.36
γ90.00230.09
γ100.01040.57
Estimation Period:
Aug 20, 1992 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts