Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:14.92% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 12.43 | |
| 0.0512 | 28.70 | |
| 0.9471 | 557.75 |
Estimation Period:
Dec 31, 1992 to Mar 20, 2026
Dec 31, 1992 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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