Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:7.97% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.57 | |
| 0.0537 | 17.56 | |
| 0.9503 | 566.31 | |
| -0.0120 | -2.41 |
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Dec 31, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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