V-Lab
V-Lab
Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:13.34% (+0.62%)

Analysis last updated: Tuesday, May 7, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso GARCH
paramt-stat
ω0.001612.28
α0.052328.18
β0.9460535.36
Estimation Period:
Dec 31, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts