V-Lab
V-Lab

Colombian Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:12.45% (-0.42%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso S0GARCH
paramt-stat
ω0.56673.22
α0.117210.51
β0.849165.39
γ10.07041.53
γ2-0.0937-1.45
γ3-0.0402-1.04
γ40.16425.23
γ5-0.2190-9.87
γ60.242210.31
γ7-0.1892-7.58
γ80.07903.12
γ9-0.0201-1.09
Estimation Period:
Aug 20, 1992 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts