V-Lab: Chilean Peso AGARCH Volatility Analysis

V-Lab

Chilean Peso AGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:8.77% (-0.22%)

Analysis last updated: Monday, July 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	13.94
$α$	0.0502	27.79
$β$	0.9482	547.44
$γ$	-0.0338	-1.90

Estimation Period:
Dec 31, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts