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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9556	7.73***
α ARCH Response to squared shocks	0.0296	108.90***
β GARCH Volatility persistence	0.9983	5,310.07***
ν DF Student-t tail thickness	2.3202	489.49***

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chilean Peso Analyses