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, October 14th, 2025:10.79% (-0.46%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5513	3.05
$α$	0.1087	10.27
$β$	0.8584	65.83
$γ_{1}$	0.0589	1.07
$γ_{2}$	-0.0473	-0.62
$γ_{3}$	-0.1277	-3.07
$γ_{4}$	0.2673	7.94
$γ_{5}$	-0.2961	-7.43
$γ_{6}$	0.2356	5.32
$γ_{7}$	-0.0857	-2.08
$γ_{8}$	-0.0295	-0.90
$γ_{9}$	0.0208	0.75
$γ_{10}$	0.0054	0.27

Estimation Period:
Aug 20, 1992 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts