V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:17.97% (-0.42%)

Analysis last updated: Sunday, January 29, 2023, 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.56323.22
α0.118110.08
β0.844056.43
γ10.06191.20
γ2-0.0523-0.73
γ3-0.1240-3.17
γ40.26778.80
γ5-0.3119-9.19
γ60.27816.93
γ7-0.1457-3.63
γ80.01750.54
γ90.00350.17
Estimation Period:
Aug 20, 1992 to Jan 28, 2023
Impact of return on volatility tomorrow
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