V-Lab
V-Lab
Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:15.65% (+0.16%)

Analysis last updated: Tuesday, April 16, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso EGARCH
paramt-stat
ω0.00758.62
α0.123627.27
β0.99171758.39
γ0.00581.64
Estimation Period:
Dec 31, 1992 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts