V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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V-Lab

Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:0.00% (-6.83%)

Analysis last updated: Monday, March 10, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0296	11.47
$λ_{2}$	0.9933	11.55
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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