V-Lab
Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
139.80%
increased by 8.92%
1 Week
139.79%
increased by 8.91%
1 Month
139.76%
increased by 8.88%
Analysis last updated: Tuesday, August 18, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 20, 1992 to Aug 14, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 74.7642 | 10.74*** |
α ARCH Response to squared shocks | 0.0429 | 144.80*** |
β GARCH Volatility persistence | 0.9983 | 6,884.92*** |
ν DF Student-t tail thickness | 2.0038 |
Persistence:
0.998
Half-life:
411 days
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