V-Lab: Chilean Peso GAS-GARCH Student T Volatility Analysis

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V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:16.32% (-0.19%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0432	7.69
$α$	0.0297	107.21
$β$	0.9983	5172.28
$ν$	2	552.70

Estimation Period:
Dec 31, 1992 to Dec 20, 2024