V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:12.96% (-0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.35
$α$	0.0558	17.32
$β$	0.9484	542.89
$γ$	-0.0121	-2.26

Estimation Period:
Dec 31, 1992 to Apr 19, 2024

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