Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
136.13%
decreased by 6.97%
1 Week
136.11%
decreased by 6.99%
1 Month
136.07%
decreased by 7.03%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 69.7580 | 10.72 | |
| 0.0431 | 145.28 | |
| 0.9983 | 6,884.87 | |
| 2.0041 | 77,079.58 |
Estimation Period:
Aug 20, 1992 to Jul 3, 2026
Aug 20, 1992 to Jul 3, 2026
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