Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.28% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.57 | |
| 0.0538 | 17.52 | |
| 0.9502 | 563.55 | |
| -0.0119 | -2.37 |
Estimation Period:
Dec 31, 1992 to Oct 10, 2025
Dec 31, 1992 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Chilean Peso Analyses
Other GJR-GARCH Analyses on Currencies