V-Lab: Colombian Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:138.19% (+0.27%)

Analysis last updated: Wednesday, April 24, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	113.2027	10.28
$α$	0.0464	144.01
$β$	0.9981	6012.90
$ν$	2	117795.18

Estimation Period:
Aug 20, 1992 to Apr 19, 2024