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

V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:290.60% (+13.34%)

Analysis last updated: Friday, May 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	183.4027	10.76
$α$	0.0448	145.00
$β$	0.9983	6,837.61
$ν$	2.0016	200,157.00

Estimation Period:
Aug 20, 1992 to May 30, 2025