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 Thursday, November 13th, 2025:11.01% (+0.53%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5492	3.10
$α$	0.1083	10.24
$β$	0.8579	65.40
$γ_{1}$	0.0583	1.07
$γ_{2}$	-0.0474	-0.63
$γ_{3}$	-0.1258	-3.03
$γ_{4}$	0.2667	7.97
$γ_{5}$	-0.3002	-7.65
$γ_{6}$	0.2454	5.56
$γ_{7}$	-0.0985	-2.37
$γ_{8}$	-0.0195	-0.59
$γ_{9}$	0.0156	0.56
$γ_{10}$	0.0078	0.39

Estimation Period:
Aug 20, 1992 to Nov 7, 2025

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