Find the Cause. Colic is uncontrolled fussiness for hours a day. I belive that there is almost always a cause that allows for correction, meaning a happy baby. It could be formula intolerence, swallowing air, acid reflux or a variety of other problems. Patient, careful examination usually identifies and corrects it.
Swaddle and bounce. Imitating life in the womb seems to be most effective. Tightly swaddle & then hold the baby over your forearm, tummy down, while gently bouncing & walking around, all the while "shooshing". The "shhhh" sound is a universal calming noise in all cultures. (We think it mimics the sound of blood rushing by in the womb.) Bounce & shoosh at a level to match baby's intensity (go softer as they calm.)
Stressful Time. This is a very stressful time for your family. Colicky babies demand constant attention. You are sleep deprived already, then on top of that, you have the constant needs of this child. Walking in a sling is super helpful. Consider "baby wearing" as much as possible, not just you but dad and other family members. Never shake the baby, you can always set her down and let her cry, take a break!