V-Lab: Chilean Peso APARCH Volatility Analysis

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V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.48% (-0.30%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	11.52
$α$	0.0507	23.03
$β$	0.9493	502.00
$γ$	-0.0840	-4.82
$δ$	1.7858	39.87

Estimation Period:
Dec 31, 1992 to Jan 27, 2023

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts