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

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:11.67% (-0.49%)

Analysis last updated: Monday, August 11, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5544	3.04
$α$	0.1089	10.25
$β$	0.8588	65.88
$γ_{1}$	0.0569	1.02
$γ_{2}$	-0.0421	-0.55
$γ_{3}$	-0.1341	-3.16
$γ_{4}$	0.2707	7.73
$γ_{5}$	-0.2906	-6.89
$γ_{6}$	0.2169	4.77
$γ_{7}$	-0.0581	-1.41
$γ_{8}$	-0.0531	-1.63
$γ_{9}$	0.0361	1.28
$γ_{10}$	-0.0045	-0.22

Estimation Period:
Aug 20, 1992 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts