V-Lab: Chilean Peso APARCH Volatility Analysis

V-Lab

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V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:10.27% (+0.24%)

Analysis last updated: Friday, September 22, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	11.43
$α$	0.0489	22.73
$β$	0.9511	519.70
$γ$	-0.0833	-4.77
$δ$	1.7888	39.84

Estimation Period:
Dec 31, 1992 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts