V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:12.75% (+1.01%)

Analysis last updated: Thursday, March 28, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.54593.55
α0.121010.04
β0.833452.45
γ10.07071.60
γ2-0.0813-1.32
γ3-0.0744-2.11
γ40.21227.90
γ5-0.2744-12.10
γ60.288110.67
γ7-0.2098-7.00
γ80.08843.06
γ9-0.0310-1.55
Estimation Period:
Aug 20, 1992 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts