Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:46.13% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 5.04 | |
| 0.0430 | 2.41 | |
| 0.9046 | 124.27 | |
| 0.1049 | 1.10 |
Estimation Period:
Dec 31, 1992 to Feb 13, 2026
Dec 31, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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