Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:147.12% (-12.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 4.70 | |
| 0.2051 | 38.77 | |
| 0.9913 | 296.34 | |
| -0.0554 | -1.52 |
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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