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

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:8.69% (+0.08%)

Analysis last updated: Friday, September 19, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5463	3.02
$α$	0.1089	10.25
$β$	0.8579	65.30
$γ_{1}$	0.0569	1.02
$γ_{2}$	-0.0434	-0.57
$γ_{3}$	-0.1313	-3.10
$γ_{4}$	0.2697	7.85
$γ_{5}$	-0.2962	-7.27
$γ_{6}$	0.2322	5.17
$γ_{7}$	-0.0795	-1.92
$γ_{8}$	-0.0351	-1.06
$γ_{9}$	0.0239	0.85
$γ_{10}$	0.0040	0.19

Estimation Period:
Aug 20, 1992 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts