Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:356.37% (-21.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 4.08 | |
| 0.0108 | 0.38 | |
| 0.8912 | 131.22 | |
| 0.1959 | 0.86 |
Estimation Period:
Dec 31, 1992 to Jan 23, 2026
Dec 31, 1992 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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