V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:6.43% (-0.13%)

Analysis last updated: Sunday, October 26, 2025 at 01:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.59
$α$	0.0539	17.53
$β$	0.9501	563.19
$γ$	-0.0120	-2.38

Estimation Period:
Dec 31, 1992 to Oct 24, 2025

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