Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
254.70%
decreased by 15.15%
1 Week
254.53%
decreased by 15.32%
1 Month
253.86%
decreased by 15.99%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 152.6003 | 11.01 | |
| 0.0434 | 145.07 | |
| 0.9984 | 7,340.93 | |
| 2.0019 | 166,827.17 |
Estimation Period:
Aug 20, 1992 to Jun 12, 2026
Aug 20, 1992 to Jun 12, 2026
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