V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:13.81% (+0.33%)

Analysis last updated: Monday, April 15, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.02
$α$	0.0522	23.93
$β$	0.9478	503.37
$γ$	-0.0677	-4.01
$δ$	1.7961	40.91

Estimation Period:
Dec 31, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts