Chilean Peso EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
11.19%
decreased by 0.43%
1 Week
11.33%
decreased by 0.29%
1 Month
11.89%
increased by 0.27%
Analysis last updated: Monday, April 20, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 8.21 | |
| 0.1215 | 27.63 | |
| 0.9915 | 1,802.78 | |
| 0.0067 | 1.94 |
Estimation Period:
Dec 31, 1992 to Apr 17, 2026
Dec 31, 1992 to Apr 17, 2026
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