V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.87% (-0.15%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	14.43
$α$	0.0541	17.53
$β$	0.9501	558.91
$γ$	-0.0121	-2.40

Estimation Period:
Dec 31, 1992 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts