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

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Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:213.38% (+6.33%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	181.8039	10.72
$α$	0.0444	145.18
$β$	0.9983	6,791.07
$ν$	2.0016	200,157.10

Estimation Period:
Aug 20, 1992 to Oct 31, 2025