V-Lab: Chilean Peso AGARCH Volatility Analysis

V-Lab

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V-Lab

Chilean Peso AGARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:7.71% (-0.14%)

Analysis last updated: Tuesday, January 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	13.80
$α$	0.0497	27.25
$β$	0.9486	542.09
$γ$	-0.0343	-1.91

Estimation Period:
Dec 31, 1992 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts