V-Lab: US Dollar to Chilean Peso MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

US Dollar to Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:2.37% (-12.49%)

Analysis last updated: Sunday, May 19, 2024 at 03:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.7500	7499820.00
$β$	0.0000	190.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.2306	2305630.00
$λ_{2}$	0.0002	2180.00
$λ_{3}$	0.2230	2230150.00

Estimation Period:
Nov 19, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts