Chilean Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.41% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.04 | |
| 0.0497 | 27.81 | |
| 0.9485 | 552.44 | |
| -0.0335 | -1.90 |
Estimation Period:
Dec 31, 1992 to Jan 16, 2026
Dec 31, 1992 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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