V-Lab: Chilean Peso GARCH Volatility Analysis

V-Lab

Chilean Peso GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:9.20% (+0.83%)

Analysis last updated: Tuesday, July 8, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	12.46
$α$	0.0509	28.28
$β$	0.9473	553.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts