V-Lab
V-Lab
Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:15.04% (-0.33%)

Analysis last updated: Sunday, March 26, 2023, 01:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso GARCH
paramt-stat
ω0.001612.09
α0.050827.35
β0.9472528.30
Estimation Period:
Dec 31, 1992 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts