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

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:18.59% (+0.73%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0179	7.79
$α$	0.0297	107.57
$β$	0.9983	5,367.15
$ν$	2.2936	534.76

Estimation Period:
Dec 31, 1992 to Jun 27, 2025