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

V-Lab

Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:18.31% (-0.32%)

Analysis last updated: Monday, May 19, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0413	7.82
$α$	0.0297	107.84
$β$	0.9983	5,425.52
$ν$	2.2860	551.78

Estimation Period:
Dec 31, 1992 to May 16, 2025