V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:9.57% (+0.24%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.02
$α$	0.0509	24.05
$β$	0.9491	522.62
$γ$	-0.0698	-4.18
$δ$	1.7934	41.52

Estimation Period:
Dec 31, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts