Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
12.92%
decreased by 0.32%
1 Week
12.92%
decreased by 0.32%
1 Month
12.95%
decreased by 0.29%
Analysis last updated: Monday, April 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.66 | |
| 0.0550 | 17.76 | |
| 0.9495 | 567.53 | |
| -0.0126 | -2.49 |
Estimation Period:
Dec 31, 1992 to Apr 3, 2026
Dec 31, 1992 to Apr 3, 2026
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