Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.52% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 21.58 | |
| 0.1063 | 3.56 | |
| 0.8937 | 107.25 |
Estimation Period:
Dec 31, 1992 to Feb 6, 2026
Dec 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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