V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:6.62% (-0.11%)

Analysis last updated: Tuesday, November 25, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.60
$α$	0.0538	17.53
$β$	0.9501	564.54
$γ$	-0.0119	-2.36

Estimation Period:
Dec 31, 1992 to Nov 21, 2025

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