V-Lab
V-Lab
Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:12.61% (+0.49%)

Analysis last updated: Wednesday, October 4, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso EGARCH
paramt-stat
ω0.00708.29
α0.118526.20
β0.99211794.07
γ0.00681.94
Estimation Period:
Dec 31, 1992 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts