Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.93%
decreased by 0.29%
1 Week
11.94%
decreased by 0.28%
1 Month
11.98%
decreased by 0.24%
Analysis last updated: Sunday, June 14, 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 | 14.71 | |
| 0.0547 | 17.77 | |
| 0.9500 | 572.66 | |
| -0.0131 | -2.63 |
Estimation Period:
Dec 31, 1992 to Jun 12, 2026
Dec 31, 1992 to Jun 12, 2026
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