V-Lab: Chilean Peso EGARCH Volatility Analysis

V-Lab

Chilean Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:9.23% (-0.38%)

Analysis last updated: Sunday, July 6, 2025 at 01:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0068	8.36
$α$	0.1219	27.38
$β$	0.9916	1,799.60
$γ$	0.0061	1.74

Estimation Period:
Dec 31, 1992 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts