Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:7.23% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.57 | |
| 0.0538 | 17.52 | |
| 0.9502 | 563.55 | |
| -0.0119 | -2.37 |
Estimation Period:
Dec 31, 1992 to Oct 10, 2025
Dec 31, 1992 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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