V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.84% (-0.17%)

Analysis last updated: Friday, July 4, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.08
$α$	0.0509	24.06
$β$	0.9491	522.63
$γ$	-0.0700	-4.19
$δ$	1.7933	41.56

Estimation Period:
Dec 31, 1992 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts