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

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Chilean Peso GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:13.67% (+0.58%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9753	7.68
$α$	0.0295	107.43
$β$	0.9983	5,199.32
$ν$	2.3034	507.80

Estimation Period:
Dec 31, 1992 to Oct 10, 2025