Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.09% (-5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 4.29 | |
| 0.0331 | 1.53 | |
| 0.9000 | 115.77 | |
| 0.1338 | 1.04 |
Estimation Period:
Dec 31, 1992 to Feb 6, 2026
Dec 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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