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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0022	3.06***
αARCH	0.0507	6.14***
βGARCH	0.9493	134.21***
γleverage	-0.0735	-1.13
δpower	1.7923	10.66***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	3.06***
α ARCH Response to squared shocks	0.0507	6.14***
β GARCH Volatility persistence	0.9493	134.21***
γ leverage Additional response to negative shocks	-0.0735	-1.13
δ power Transformation power	1.7923	10.66***

V-Lab

Chilean Peso APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chilean Peso Analyses