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

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V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 12th, 2024:16.74% (+0.12%)

Analysis last updated: Wednesday, December 11, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0511	7.66
$α$	0.0297	107.29
$β$	0.9982	5145.59
$ν$	2	557.17

Estimation Period:
Dec 31, 1992 to Dec 6, 2024