V-Lab: Chilean Peso GJR-GARCH Volatility Analysis

V-Lab

Chilean Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.17% (-0.18%)

Analysis last updated: Friday, August 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	14.56
$α$	0.0539	17.52
$β$	0.9501	563.54
$γ$	-0.0119	-2.36

Estimation Period:
Dec 31, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts