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Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:11.96% (-0.15%)
Analysis last updated: Wednesday, March 4, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.53623.20
α0.109210.22
β0.853462.79
γ10.06061.17
γ2-0.0538-0.75
γ3-0.1166-2.94
γ40.25908.34
γ5-0.3025-8.66
γ60.26546.48
γ7-0.1315-3.25
γ80.00810.24
γ90.00250.09
γ100.01230.66
Estimation Period:
Aug 20, 1992 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts