V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:14.02% (-0.37%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	11.91
$α$	0.0505	23.81
$β$	0.9495	521.43
$γ$	-0.0706	-4.22
$δ$	1.8001	41.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts