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, October 5th, 2023:20.19% (+0.90%)

Analysis last updated: Wednesday, October 4, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1111	7.32
$α$	0.0302	106.35
$β$	0.9981	4664.18
$ν$	2	563.77

Estimation Period:
Dec 31, 1992 to Sep 29, 2023