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

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:13.00% (-0.50%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5765	2.92
$α$	0.1083	10.32
$β$	0.8637	69.11
$γ_{1}$	0.0541	0.92
$γ_{2}$	-0.0345	-0.43
$γ_{3}$	-0.1439	-3.17
$γ_{4}$	0.2773	7.24
$γ_{5}$	-0.2861	-6.10
$γ_{6}$	0.1950	4.01
$γ_{7}$	-0.0263	-0.62
$γ_{8}$	-0.0765	-2.29
$γ_{9}$	0.0452	1.52
$γ_{10}$	-0.0072	-0.33

Estimation Period:
Aug 20, 1992 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts