V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.08% (-0.04%)

Analysis last updated: Friday, May 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.62
$α$	0.0548	17.60
$β$	0.9493	556.77
$γ$	-0.0121	-2.34

Estimation Period:
Dec 31, 1992 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts