Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:20.66% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 9.05 | |
| 0.0611 | 6.92 | |
| 0.9182 | 197.68 | |
| 0.0413 | 1.09 |
Estimation Period:
Dec 31, 1992 to Mar 6, 2026
Dec 31, 1992 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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