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	param	t-stat
$ω$	0.5339	3.26
$α$	0.1081	10.08
$β$	0.8529	61.48
$γ_{1}$	0.0624	1.22
$γ_{2}$	-0.0537	-0.76
$γ_{3}$	-0.1245	-3.22
$γ_{4}$	0.2744	9.07
$γ_{5}$	-0.3236	-9.60
$γ_{6}$	0.2892	7.29
$γ_{7}$	-0.1532	-3.86
$γ_{8}$	0.0218	0.66
$γ_{9}$	0.0001	0.00
$γ_{10}$	0.0043	0.09

V-Lab

Colombian Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:13.67% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Colombian Peso Analyses