V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 19th, 2024:16.36% (-0.84%)

Analysis last updated: Tuesday, June 18, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.53223.34
α0.120210.16
β0.837355.55
γ10.06591.45
γ2-0.0789-1.25
γ3-0.0663-1.84
γ40.19937.21
γ5-0.2601-11.77
γ60.277110.76
γ7-0.2051-7.22
γ80.08463.03
γ9-0.0257-1.32
Estimation Period:
Aug 20, 1992 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts