Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
188.42%
decreased by 5.60%
1 Week
188.36%
decreased by 5.66%
1 Month
188.15%
decreased by 5.87%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116.7885 | 10.95 | |
| 0.0433 | 144.95 | |
| 0.9984 | 7,234.44 | |
| 2.0025 | 133,499.87 |
Estimation Period:
Aug 20, 1992 to Jun 5, 2026
Aug 20, 1992 to Jun 5, 2026
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