V-Lab
V-Lab

Colombian Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:13.79% (+0.10%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colombian Peso SGARCH
paramt-stat
ω0.53713.44
α0.12049.95
β0.833851.33
γ10.06791.46
γ2-0.0702-1.09
γ3-0.0976-2.73
γ40.24399.02
γ5-0.3056-11.72
γ60.30539.46
γ7-0.2048-5.75
γ80.07212.11
γ9-0.0064-0.16
Estimation Period:
Aug 20, 1992 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts