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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:246.52% (-10.69%)

Analysis last updated: Friday, July 11, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	153.0713	10.79
$α$	0.0446	144.69
$β$	0.9983	6,884.80
$ν$	2.0019	166,826.42

Estimation Period:
Aug 20, 1992 to Jul 11, 2025