Banco de Chile AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.14% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 23.10 | |
| 0.1002 | 25.84 | |
| 0.8708 | 255.68 | |
| 0.0332 | 0.69 |
Estimation Period:
Sep 14, 1998 to Feb 13, 2026
Sep 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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