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 Thursday, December 18th, 2025:13.50% (-0.48%)

Analysis last updated: Wednesday, December 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9467	7.68
$α$	0.0296	107.54
$β$	0.9983	5,199.33
$ν$	2.3161	485.76

Estimation Period:
Dec 31, 1992 to Dec 12, 2025