V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.12% (+0.64%)

Analysis last updated: Friday, April 19, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.02
$α$	0.0522	23.98
$β$	0.9478	503.34
$γ$	-0.0676	-4.00
$δ$	1.7968	41.00

Estimation Period:
Dec 31, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts