Banco de Chile GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.95% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 15.15 | |
| 0.0711 | 12.88 | |
| 0.9080 | 213.76 | |
| 0.0071 | 1.00 |
Estimation Period:
Sep 14, 1998 to Feb 6, 2026
Sep 14, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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