Chilean Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:5.41% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.0177 | 177,430.00 | |
| 0.0264 | 263,660.00 | |
| 0.8389 | 8,389,160.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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