Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:157.69% (+13.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 145.1369 | 10.63 | |
| 0.0445 | 145.30 | |
| 0.9983 | 6,655.11 | |
| 2.0019 | 166,827.92 |
Estimation Period:
Aug 20, 1992 to Oct 10, 2025
Aug 20, 1992 to Oct 10, 2025
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