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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:137.91% (-7.86%)

Analysis last updated: Friday, August 29, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	126.7798	10.62
$α$	0.0446	144.75
$β$	0.9983	6,611.01
$ν$	2.0022	143,015.36

Estimation Period:
Aug 20, 1992 to Aug 29, 2025