V-Lab: Chilean Peso AGARCH Volatility Analysis

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V-Lab

Chilean Peso AGARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:6.76% (-0.15%)

Analysis last updated: Tuesday, October 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.01
$α$	0.0498	27.70
$β$	0.9485	549.84
$γ$	-0.0336	-1.89

Estimation Period:
Dec 31, 1992 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts