V-Lab: Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:23.15% (-0.75%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5629	2.89
$α$	0.1078	10.26
$β$	0.8632	68.33
$γ_{1}$	0.0554	0.93
$γ_{2}$	-0.0388	-0.48
$γ_{3}$	-0.1374	-3.04
$γ_{4}$	0.2687	6.95
$γ_{5}$	-0.2740	-5.72
$γ_{6}$	0.1802	3.66
$γ_{7}$	-0.0119	-0.28
$γ_{8}$	-0.0871	-2.63
$γ_{9}$	0.0512	1.73
$γ_{10}$	-0.0099	-0.45

Estimation Period:
Aug 20, 1992 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts