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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:13.54% (-0.77%)
Analysis last updated: Sunday, January 4, 2026 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.54953.15
α0.109210.27
β0.856064.54
γ10.06021.13
γ2-0.0513-0.70
γ3-0.1217-3.00
γ40.26398.17
γ5-0.3024-8.13
γ60.25626.01
γ7-0.1159-2.82
γ8-0.0047-0.14
γ90.00910.33
γ100.00900.47
Estimation Period:
Aug 20, 1992 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts