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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:274.16% (-6.67%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	171.7492	10.75
$α$	0.0449	144.91
$β$	0.9983	6,837.55
$ν$	2.0017	181,974.45

Estimation Period:
Aug 20, 1992 to May 9, 2025