Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
14.14%
decreased by 0.35%
1 Week
14.14%
decreased by 0.35%
1 Month
14.14%
decreased by 0.35%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.75 | |
| 0.0550 | 17.78 | |
| 0.9498 | 571.15 | |
| -0.0130 | -2.60 |
Estimation Period:
Dec 31, 1992 to May 22, 2026
Dec 31, 1992 to May 22, 2026
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