V-Lab: Colombian Peso Spline-GARCH Volatility Analysis

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Colombian Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:10.09% (-0.34%)

Analysis last updated: Tuesday, November 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5464	3.14
$α$	0.1074	10.08
$β$	0.8571	63.61
$γ_{1}$	0.0620	1.15
$γ_{2}$	-0.0496	-0.67
$γ_{3}$	-0.1334	-3.28
$γ_{4}$	0.2812	8.57
$γ_{5}$	-0.3170	-8.29
$γ_{6}$	0.2591	6.04
$γ_{7}$	-0.1046	-2.57
$γ_{8}$	-0.0239	-0.72
$γ_{9}$	0.0363	1.16
$γ_{10}$	-0.0526	-1.03

Estimation Period:
Aug 20, 1992 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts