V-Lab
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:11.16% (-0.47%)

Analysis last updated: Monday, April 15, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.53903.47
α0.119810.02
β0.835353.36
γ10.07061.57
γ2-0.0815-1.31
γ3-0.0756-2.14
γ40.21668.05
γ5-0.2811-12.41
γ60.297110.90
γ7-0.2223-7.13
γ80.10663.18
γ9-0.0678-1.69
Estimation Period:
Aug 20, 1992 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts