V-Lab
Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, September 9th, 2026
1 Day
181.90%
decreased by 10.11%
1 Week
181.85%
decreased by 10.16%
1 Month
181.68%
decreased by 10.33%
Analysis last updated: Tuesday, September 8, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 20, 1992 to Sep 4, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 111.8394 | 2.74*** |
| αARCH | 0.0427 | 36.22*** |
| βGARCH | 0.9984 | 1,821.83*** |
| νDF | 2.0026 |
0.998
Persistence424d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 111.8394 | 2.74*** |
α ARCH Response to squared shocks | 0.0427 | 36.22*** |
β GARCH Volatility persistence | 0.9984 | 1,821.83*** |
ν DF Student-t tail thickness | 2.0026 |
Persistence:
0.998
Half-life:
424 days
Other Colombian Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies