V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:8.36% (-0.13%)

Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.55
$α$	0.0539	17.52
$β$	0.9501	563.88
$γ$	-0.0119	-2.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts