Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.73% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 6.18 | |
| 0.0513 | 3.58 | |
| 0.9089 | 140.74 | |
| 0.0797 | 1.13 |
Estimation Period:
Dec 31, 1992 to Feb 20, 2026
Dec 31, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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