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

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:16.33% (+0.91%)

Analysis last updated: Tuesday, July 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0089	7.69
$α$	0.0297	107.88
$β$	0.9983	5,226.52
$ν$	2.2928	527.68

Estimation Period:
Dec 31, 1992 to Jul 25, 2025