V-Lab
V-Lab
Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:10.69% (-0.28%)
Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso GARCH
paramt-stat
ω0.001612.27
α0.050728.03
β0.9476550.64
Estimation Period:
Dec 31, 1992 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts