Chilean Peso EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.54%
increased by 0.44%
1 Week
11.68%
increased by 0.58%
1 Month
12.23%
increased by 1.13%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 8.21 | |
| 0.1217 | 27.74 | |
| 0.9915 | 1,806.00 | |
| 0.0069 | 2.00 |
Estimation Period:
Dec 31, 1992 to Jun 5, 2026
Dec 31, 1992 to Jun 5, 2026
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