Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:15.57% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.60 | |
| 0.0553 | 17.78 | |
| 0.9492 | 564.67 | |
| -0.0126 | -2.47 |
Estimation Period:
Dec 31, 1992 to Mar 14, 2026
Dec 31, 1992 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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