Chilean Peso EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:7.27% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 8.06 | |
| 0.1216 | 27.32 | |
| 0.9915 | 1,789.75 | |
| 0.0060 | 1.72 |
Estimation Period:
Dec 31, 1992 to Oct 24, 2025
Dec 31, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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