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 Friday, November 28th, 2025:12.82% (+0.74%)

Analysis last updated: Thursday, November 27, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9547	7.63
$α$	0.0296	107.49
$β$	0.9983	5,119.28
$ν$	2.3095	493.16

Estimation Period:
Dec 31, 1992 to Nov 21, 2025