Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.20%
increased by 0.71%
1 Week
17.20%
increased by 0.71%
1 Month
17.18%
increased by 0.69%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9687 | 7.77 | |
| 0.0298 | 108.83 | |
| 0.9983 | 5,367.19 | |
| 2.3188 | 495.47 |
Estimation Period:
Dec 31, 1992 to Jun 5, 2026
Dec 31, 1992 to Jun 5, 2026
Other Chilean Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies