V-Lab: Chilean Peso EGARCH Volatility Analysis

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V-Lab

Chilean Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:7.71% (-0.31%)

Analysis last updated: Sunday, December 7, 2025 at 01:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0065	8.01
$α$	0.1216	27.37
$β$	0.9915	1,789.74
$γ$	0.0061	1.74

Estimation Period:
Dec 31, 1992 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts