Chilean Peso GARCH Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
9.06%
decreased by 0.22%
1 Week
9.09%
decreased by 0.19%
1 Month
9.20%
decreased by 0.08%
Analysis last updated: Thursday, July 16, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 1992 to Jul 10, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 384 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0016 | 12.56*** |
α ARCH Response to squared shocks | 0.0507 | 28.69*** |
β GARCH Volatility persistence | 0.9475 | 562.96*** |
Persistence:
0.998
Half-life:
384 days
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