V-Lab: Chilean Peso EGARCH Volatility Analysis

V-Lab

Chilean Peso EGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:8.96% (-0.34%)

Analysis last updated: Tuesday, September 16, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0068	8.27
$α$	0.1216	27.33
$β$	0.9916	1,799.59
$γ$	0.0059	1.69

Estimation Period:
Dec 31, 1992 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts