V-Lab: Colombian Peso Spline-GARCH Volatility Analysis

V-Lab

Colombian Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:14.11% (-0.55%)

Analysis last updated: Thursday, July 10, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5637	3.06
$α$	0.1077	10.14
$β$	0.8602	65.64
$γ_{1}$	0.0626	1.11
$γ_{2}$	-0.0476	-0.61
$γ_{3}$	-0.1393	-3.25
$γ_{4}$	0.2831	7.91
$γ_{5}$	-0.3037	-7.05
$γ_{6}$	0.2232	4.86
$γ_{7}$	-0.0546	-1.32
$γ_{8}$	-0.0655	-1.97
$γ_{9}$	0.0626	1.85
$γ_{10}$	-0.0747	-1.33

Estimation Period:
Aug 20, 1992 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts