Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:16.38% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.62 | |
| 0.0554 | 17.79 | |
| 0.9492 | 563.97 | |
| -0.0126 | -2.47 |
Estimation Period:
Dec 31, 1992 to Mar 13, 2026
Dec 31, 1992 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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