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 Wednesday, February 5th, 2025:241.78% (-1.93%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	172.9500	10.63
$α$	0.0449	144.04
$β$	0.9982	6610.91
$ν$	2	181970.18

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