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

V-Lab

| |

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.30% (+1.38%)

Analysis last updated: Friday, April 19, 2024 at 07:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1379	7.82
$α$	0.0304	107.43
$β$	0.9983	5425.37
$ν$	2	599.79

Estimation Period:
Dec 31, 1992 to Apr 19, 2024