Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
175.95%
increased by 13.36%
1 Week
175.87%
increased by 13.28%
1 Month
175.59%
increased by 13.00%
Analysis last updated: Friday, April 3, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 92.4745 | 10.85 | |
| 0.0436 | 144.94 | |
| 0.9983 | 7,030.48 | |
| 2.0031 | 100,156.55 |
Estimation Period:
Aug 20, 1992 to Apr 3, 2026
Aug 20, 1992 to Apr 3, 2026
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