V-Lab
V-Lab
Chilean Peso AGARCH Volatility Analysis
Volatility Prediction for Friday, June 25th, 2021:11.78% (-0.41%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso AGARCH
paramt-stat
ω0.001712.32
α0.079735.43
β0.9188373.06
γ-0.0740-4.52
Estimation Period:
Dec 31, 1992 to Jun 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts