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V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:12.97% (-0.79%)
Analysis last updated: Sunday, January 4, 2026 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.54133.19
α0.107710.08
β0.855462.74
γ10.06191.17
γ2-0.0508-0.70
γ3-0.1300-3.27
γ40.27898.83
γ5-0.3211-8.88
γ60.27456.61
γ7-0.1285-3.18
γ8-0.0017-0.05
γ90.01860.61
γ10-0.0255-0.52
Estimation Period:
Aug 20, 1992 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts