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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0865 | 864,760.00 | |
| 0.0003 | 2,900.00 | |
| 0.3877 | 3,877,140.00 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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