V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:6.47% (+0.71%)

Analysis last updated: Wednesday, November 5, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.62
$α$	0.0540	17.54
$β$	0.9500	563.14
$γ$	-0.0120	-2.39

Estimation Period:
Dec 31, 1992 to Oct 31, 2025

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