V-Lab
V-Lab
Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.57% (-0.23%)

Analysis last updated: Friday, April 26, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso GARCH
paramt-stat
ω0.001612.27
α0.052428.22
β0.9458534.36
Estimation Period:
Dec 31, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts