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V-Lab
Chilean Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.18% (+0.07%)
Analysis last updated: Sunday, October 19, 2025 at 02:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso AGARCH
paramt-stat
ω0.001514.01
α0.049827.70
β0.9485549.84
γ-0.0336-1.89
Estimation Period:
Dec 31, 1992 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts