Chilean Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
20.77%
decreased by 0.76%
1 Week
20.76%
decreased by 0.77%
1 Month
20.70%
decreased by 0.83%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9761 | 7.98 | |
| 0.0298 | 108.78 | |
| 0.9983 | 5,704.83 | |
| 2.3235 | 504.79 |
Estimation Period:
Dec 31, 1992 to May 22, 2026
Dec 31, 1992 to May 22, 2026
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