V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:10.60% (-0.39%)
Analysis last updated: Friday, August 29, 2025 at 07:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.54833.02
α0.109110.24
β0.858065.26
γ10.05721.02
γ2-0.0431-0.56
γ3-0.1326-3.12
γ40.27027.81
γ5-0.2943-7.12
γ60.22715.02
γ7-0.0722-1.74
γ8-0.0418-1.27
γ90.02981.06
γ10-0.0011-0.05
Estimation Period:
Aug 20, 1992 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts