V-Lab: Chilean Peso EGARCH Volatility Analysis

V-Lab

Chilean Peso EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:10.68% (-0.24%)

Analysis last updated: Friday, May 16, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0070	8.60
$α$	0.1214	27.17
$β$	0.9917	1,809.71
$γ$	0.0060	1.72

Estimation Period:
Dec 31, 1992 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts