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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:124.04% (-7.45%)

Analysis last updated: Sunday, September 14, 2025 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	116.6444	10.63
$α$	0.0446	144.78
$β$	0.9983	6,655.07
$ν$	2.0025	125,154.31

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