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

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V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:270.33% (+15.34%)

Analysis last updated: Friday, September 22, 2023 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	213.5075	10.32
$α$	0.0472	143.45
$β$	0.9981	6012.84
$ν$	2	200136.60

Estimation Period:
Aug 20, 1992 to Sep 22, 2023