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

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V-Lab

Colombian Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:370.75% (+13.13%)

Analysis last updated: Sunday, January 29, 2023, 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	193.6059	10.12
$α$	0.0483	142.97
$β$	0.9981	5736.04
$ν$	2	181955.91

Estimation Period:
Aug 20, 1992 to Jan 28, 2023