V-Lab: Colombian Peso Spline-GARCH Volatility Analysis

V-Lab

Colombian Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:7.43% (-0.12%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5531	3.11
$α$	0.1073	10.10
$β$	0.8586	64.52
$γ_{1}$	0.0621	1.13
$γ_{2}$	-0.0484	-0.64
$γ_{3}$	-0.1364	-3.28
$γ_{4}$	0.2827	8.32
$γ_{5}$	-0.3125	-7.78
$γ_{6}$	0.2452	5.56
$γ_{7}$	-0.0844	-2.06
$γ_{8}$	-0.0411	-1.24
$γ_{9}$	0.0476	1.45
$γ_{10}$	-0.0628	-1.08

Estimation Period:
Aug 20, 1992 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts