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

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:19.78% (+0.06%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0454	7.84
$α$	0.0297	107.53
$β$	0.9983	5,455.19
$ν$	2.2856	554.48

Estimation Period:
Dec 31, 1992 to May 9, 2025