Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:7.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 8.02 | |
| 0.1215 | 27.36 | |
| 0.9915 | 1,792.99 | |
| 0.0061 | 1.74 |
Estimation Period:
Dec 31, 1992 to Dec 19, 2025
Dec 31, 1992 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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