V-Lab: Chilean Peso APARCH Volatility Analysis

Skip to main content

V-Lab

Chilean Peso APARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:6.76% (-0.13%)

Analysis last updated: Friday, November 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.00
$α$	0.0505	23.97
$β$	0.9495	526.60
$γ$	-0.0691	-4.13
$δ$	1.7926	41.94

Estimation Period:
Dec 31, 1992 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts