Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:12.18% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9629 | 7.66 | |
| 0.0296 | 107.49 | |
| 0.9983 | 5,172.36 | |
| 2.3075 | 499.14 |
Estimation Period:
Dec 31, 1992 to Oct 24, 2025
Dec 31, 1992 to Oct 24, 2025
Other Chilean Peso Analyses
Other GAS-GARCH Student T Analyses on Currencies