V-Lab
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 4th, 2024:10.37% (-0.55%)

Analysis last updated: Sunday, November 3, 2024 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.55793.44
α0.118410.20
β0.841458.42
γ10.07461.68
γ2-0.0951-1.54
γ3-0.0507-1.40
γ40.18316.36
γ5-0.2443-11.48
γ60.269411.42
γ7-0.2158-8.06
γ80.11503.58
γ9-0.0913-2.02
Estimation Period:
Aug 20, 1992 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts