Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.35%
decreased by 0.62%
1 Week
17.34%
decreased by 0.63%
1 Month
17.32%
decreased by 0.65%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9746 | 7.85 | |
| 0.0297 | 108.75 | |
| 0.9983 | 5,515.57 | |
| 2.3179 | 503.66 |
Estimation Period:
Dec 31, 1992 to Jun 12, 2026
Dec 31, 1992 to Jun 12, 2026
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