V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:9.10% (-0.23%)

Analysis last updated: Thursday, July 17, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.05
$α$	0.0508	24.04
$β$	0.9492	523.25
$γ$	-0.0699	-4.18
$δ$	1.7935	41.58

Estimation Period:
Dec 31, 1992 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts