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

Skip to main content

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:185.55% (-11.25%)

Analysis last updated: Sunday, December 14, 2025 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	115.4469	10.78
$α$	0.0443	145.19
$β$	0.9983	6,884.83
$ν$	2.0025	125,158.88

Estimation Period:
Aug 20, 1992 to Dec 12, 2025