V-Lab
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:19.37% (+2.23%)

Analysis last updated: Friday, January 27, 2023, 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.56003.26
α0.11659.97
β0.844355.86
γ10.06441.26
γ2-0.0561-0.80
γ3-0.1238-3.21
γ40.27249.03
γ5-0.3196-9.51
γ60.28457.14
γ7-0.1467-3.62
γ80.00620.18
γ90.05021.12
Estimation Period:
Aug 20, 1992 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts