V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

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V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:7.54% (-0.09%)

Analysis last updated: Tuesday, December 16, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.60
$α$	0.0538	17.55
$β$	0.9502	564.90
$γ$	-0.0119	-2.37

Estimation Period:
Dec 31, 1992 to Dec 12, 2025

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