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

Skip to main content

V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:11.39% (-0.14%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5391	3.01
$α$	0.1087	10.24
$β$	0.8578	65.38
$γ_{1}$	0.0552	1.00
$γ_{2}$	-0.0428	-0.56
$γ_{3}$	-0.1283	-3.08
$γ_{4}$	0.2676	8.00
$γ_{5}$	-0.2989	-7.61
$γ_{6}$	0.2418	5.49
$γ_{7}$	-0.0934	-2.25
$γ_{8}$	-0.0237	-0.72
$γ_{9}$	0.0180	0.65
$γ_{10}$	0.0065	0.33

Estimation Period:
Aug 20, 1992 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts