V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2025:2.06% (-1.47%)

Analysis last updated: Wednesday, November 26, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.3382	3,382,280.00
$β$	0.4118	4,117,720.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0509	508,670.00
$λ_{2}$	0.1315	1,315,200.00
$λ_{3}$	0.4837	4,837,320.00

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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