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, January 30th, 2023:25.01% (-0.86%)

Analysis last updated: Friday, January 27, 2023, 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1793	7.30
$α$	0.0306	105.68
$β$	0.9981	4664.09
$ν$	2	591.24

Estimation Period:
Dec 31, 1992 to Jan 27, 2023