V-Lab
V-Lab
Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.02% (-0.53%)

Analysis last updated: Sunday, April 28, 2024 at 01:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso EGARCH
paramt-stat
ω0.00748.55
α0.123627.29
β0.99171758.31
γ0.00591.65
Estimation Period:
Dec 31, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts