V-Lab
V-Lab
Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:10.12% (+0.17%)

Analysis last updated: Friday, September 22, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso GARCH
paramt-stat
ω0.001512.14
α0.049527.13
β0.9485539.84
Estimation Period:
Dec 31, 1992 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts