V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:0.12% (-1.66%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	1.0000	9,999,900.00
$β$	0.0750	750,100.00
$γ$	-0.1500	-1,500,000.00
$λ_{1}$	0.2092	2,092,060.00
$λ_{2}$	0.0900	900,080.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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