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

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Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:12.18% (+0.07%)

Analysis last updated: Tuesday, October 28, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9629	7.66
$α$	0.0296	107.49
$β$	0.9983	5,172.36
$ν$	2.3075	499.14

Estimation Period:
Dec 31, 1992 to Oct 24, 2025