V-Lab
V-Lab
US Dollar to Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:12.93% (+0.69%)

Analysis last updated: Tuesday, May 7, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chilean Peso GARCH
paramt-stat
ω0.003211.37
α0.055731.27
β0.9362478.17
Estimation Period:
Nov 19, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts