Chilean Peso MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 17th, 2026
1 Day
0.00%
decreased by 18.97%
1 Week
23.55%
increased by 4.58%
1 Month
55.83%
increased by 36.86%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0297 | 11.60 | |
| 0.9967 | 11.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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