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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:186.65% (-11.01%)

Analysis last updated: Thursday, July 31, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	168.6017	10.74
$α$	0.0446	144.93
$β$	0.9983	6,837.56
$ν$	2.0017	181,975.55

Estimation Period:
Aug 20, 1992 to Jul 25, 2025