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

V-Lab

| |

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:136.56% (-8.24%)

Analysis last updated: Monday, March 10, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	135.8386	10.51
$α$	0.0447	144.35
$β$	0.9982	6440.18
$ν$	2	154002.69

Estimation Period:
Aug 20, 1992 to Mar 7, 2025