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V-Lab

Chilean Peso MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, April 7th, 2026

1 Day

0.05%

decreased by 0.03%

1 Week

0.03%

decreased by 0.05%

1 Month

0.02%

decreased by 0.06%

Analysis last updated: Monday, April 6, 2026 at 07:03 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Chilean Peso MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time