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 Wednesday, February 5th, 2025:16.21% (+0.96%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0307	7.66
$α$	0.0296	106.99
$β$	0.9982	5145.60
$ν$	2	543.89

Estimation Period:
Dec 31, 1992 to Jan 31, 2025