Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.01% (-0.12%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0016 | 12.46 | |
0.0504 | 28.13 | |
0.9477 | 555.52 |
Estimation Period:
Dec 31, 1992 to Oct 18, 2025
Dec 31, 1992 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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