V-Lab
V-Lab
Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Friday, June 25th, 2021:11.60% (-0.53%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso EGARCH
paramt-stat
ω-0.0162-8.78
α0.178144.82
β0.9802689.33
γ0.02466.17
Estimation Period:
Dec 31, 1992 to Jun 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts