Chilean Peso AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:6.92% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.05 | |
| 0.0497 | 27.74 | |
| 0.9485 | 550.80 | |
| -0.0334 | -1.89 |
Estimation Period:
Dec 31, 1992 to Dec 5, 2025
Dec 31, 1992 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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