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

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:10.60% (-0.39%)

Analysis last updated: Friday, August 29, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5483	3.02
$α$	0.1091	10.24
$β$	0.8580	65.26
$γ_{1}$	0.0572	1.02
$γ_{2}$	-0.0431	-0.56
$γ_{3}$	-0.1326	-3.12
$γ_{4}$	0.2702	7.81
$γ_{5}$	-0.2943	-7.12
$γ_{6}$	0.2271	5.02
$γ_{7}$	-0.0722	-1.74
$γ_{8}$	-0.0418	-1.27
$γ_{9}$	0.0298	1.06
$γ_{10}$	-0.0011	-0.05

Estimation Period:
Aug 20, 1992 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts