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 ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.56373.06
α0.107710.14
β0.860265.64
γ10.06261.11
γ2-0.0476-0.61
γ3-0.1393-3.25
γ40.28317.91
γ5-0.3037-7.05
γ60.22324.86
γ7-0.0546-1.32
γ8-0.0655-1.97
γ90.06261.85
γ10-0.0747-1.33
Estimation Period:
Aug 20, 1992 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts