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

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V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:12.17% (-0.61%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5439	3.12
$α$	0.1085	10.21
$β$	0.8569	64.70
$γ_{1}$	0.0572	1.07
$γ_{2}$	-0.0461	-0.62
$γ_{3}$	-0.1260	-3.09
$γ_{4}$	0.2663	8.14
$γ_{5}$	-0.3005	-7.88
$γ_{6}$	0.2476	5.75
$γ_{7}$	-0.1023	-2.51
$γ_{8}$	-0.0159	-0.49
$γ_{9}$	0.0137	0.50
$γ_{10}$	0.0084	0.44

Estimation Period:
Aug 20, 1992 to Nov 21, 2025

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