V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:11.11% (+0.93%)

Analysis last updated: Tuesday, January 14, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.58803.22
α0.119010.67
β0.849166.22
γ10.07181.54
γ2-0.0938-1.44
γ3-0.0440-1.12
γ40.16945.36
γ5-0.2244-9.97
γ60.246510.16
γ7-0.1917-7.39
γ80.08043.06
γ9-0.0212-1.10
Estimation Period:
Aug 20, 1992 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts