Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
12.09%
decreased by 0.31%
1 Week
12.10%
decreased by 0.30%
1 Month
12.14%
decreased by 0.26%
Analysis last updated: Sunday, April 26, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.75 | |
| 0.0549 | 17.77 | |
| 0.9497 | 568.66 | |
| -0.0128 | -2.53 |
Estimation Period:
Dec 31, 1992 to Apr 24, 2026
Dec 31, 1992 to Apr 24, 2026
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