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

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V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 28th, 2024:244.99% (+17.17%)

Analysis last updated: Friday, October 25, 2024 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	165.6704	10.55
$α$	0.0454	143.70
$β$	0.9982	6481.97
$ν$	2	166812.50

Estimation Period:
Aug 20, 1992 to Oct 25, 2024