V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:8.99% (-0.07%)

Analysis last updated: Tuesday, August 5, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.61
$α$	0.0542	17.54
$β$	0.9499	562.42
$γ$	-0.0120	-2.37

Estimation Period:
Dec 31, 1992 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts