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V-Lab
Chilean Peso AGARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:10.75% (+4.59%)
Analysis last updated: Wednesday, November 19, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso AGARCH
paramt-stat
ω0.001514.01
α0.049827.71
β0.9484550.14
γ-0.0340-1.91
Estimation Period:
Dec 31, 1992 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts