V-Lab
Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 2nd, 2026
1 Day
234.52%
increased by 7.81%
1 Week
234.39%
increased by 7.68%
1 Month
233.85%
increased by 7.14%
Analysis last updated: Thursday, October 1, 2026 at 08:53 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 20, 1992 to Sep 25, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 141.5233 | 2.74*** |
| αARCH | 0.0426 | 36.21*** |
| βGARCH | 0.9984 | 1,818.52*** |
| νDF | 2.0020 |
0.998
Persistence424d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 141.5233 | 2.74*** |
α ARCH Response to squared shocks | 0.0426 | 36.21*** |
β GARCH Volatility persistence | 0.9984 | 1,818.52*** |
ν DF Student-t tail thickness | 2.0020 |
Persistence:
0.998
Half-life:
424 days
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