Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5,226.62% (-734.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 3.59 | |
| 0.2704 | 15.02 | |
| 0.9912 | 339.57 | |
| -0.0898 | -1.76 |
Estimation Period:
Dec 31, 1992 to Feb 6, 2026
Dec 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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