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

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:12.27% (-0.58%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5716	3.04
$α$	0.1094	10.30
$β$	0.8595	66.46
$γ_{1}$	0.0628	1.10
$γ_{2}$	-0.0506	-0.65
$γ_{3}$	-0.1295	-2.95
$γ_{4}$	0.2657	7.25
$γ_{5}$	-0.2820	-6.34
$γ_{6}$	0.2020	4.28
$γ_{7}$	-0.0401	-0.96
$γ_{8}$	-0.0660	-2.00
$γ_{9}$	0.0412	1.43
$γ_{10}$	-0.0055	-0.26

Estimation Period:
Aug 20, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts