V-Lab: Chilean Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.29% (-0.88%)

Analysis last updated: Sunday, April 28, 2024 at 02:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1303	7.73
$α$	0.0303	107.35
$β$	0.9982	5281.73
$ν$	2	595.32

Estimation Period:
Dec 31, 1992 to Apr 26, 2024