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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:214.94% (-10.07%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	158.3312	10.75
$α$	0.0448	144.45
$β$	0.9983	6,791.03
$ν$	2.0019	166,822.92

Estimation Period:
Aug 20, 1992 to Jun 13, 2025