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

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:15.10% (+0.29%)

Analysis last updated: Friday, May 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0322	7.67
$α$	0.0298	107.99
$β$	0.9983	5,172.32
$ν$	2.2854	539.28

Estimation Period:
Dec 31, 1992 to May 30, 2025