Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:10.87% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9552 | 7.61 | |
| 0.0296 | 107.76 | |
| 0.9983 | 5,093.12 | |
| 2.3088 | 492.82 |
Estimation Period:
Dec 31, 1992 to Nov 14, 2025
Dec 31, 1992 to Nov 14, 2025
Other Chilean Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies