Colombian Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
172.90%
decreased by 10.16%
1 Week
172.99%
decreased by 10.07%
1 Month
173.34%
decreased by 9.72%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 155.0756 | 10.83 | |
| 0.0433 | 145.34 | |
| 0.9983 | 7,030.50 | |
| 2.0018 | 181,983.18 |
Estimation Period:
Aug 20, 1992 to May 22, 2026
Aug 20, 1992 to May 22, 2026
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