V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:12.45% (+0.25%)

Analysis last updated: Wednesday, October 4, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	14.58
$α$	0.0531	17.12
$β$	0.9518	555.63
$γ$	-0.0140	-2.95

Estimation Period:
Dec 31, 1992 to Sep 29, 2023

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