Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:12.75% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9504 | 7.64 | |
| 0.0295 | 107.51 | |
| 0.9983 | 5,145.69 | |
| 2.3109 | 491.57 |
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Dec 31, 1992 to Jan 2, 2026
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