V-Lab: Chilean Peso APARCH Volatility Analysis

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V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:6.98% (+0.07%)

Analysis last updated: Monday, October 20, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.01
$α$	0.0505	23.97
$β$	0.9495	525.74
$γ$	-0.0695	-4.15
$δ$	1.7926	41.79

Estimation Period:
Dec 31, 1992 to Oct 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts