V-Lab
V-Lab
US Dollar to Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:29.69% (-0.61%)

Analysis last updated: Sunday, May 19, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chilean Peso GAS-GARCH-T
paramt-stat
ω0.84098.58
α0.0361114.29
β0.99723165.78
ν2849.13
Estimation Period:
Nov 19, 1990 to May 17, 2024