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

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Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:11.05% (+0.18%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9552	7.61
$α$	0.0296	107.76
$β$	0.9983	5,093.12
$ν$	2.3088	492.82

Estimation Period:
Dec 31, 1992 to Nov 14, 2025