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, July 7th, 2026
1 Day
0.38%
decreased by 1.20%
1 Week
0.43%
decreased by 1.15%
1 Month
0.43%
decreased by 1.15%
Analysis last updated: Monday, July 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 | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,500,000.00 | |
| 0.2109 | 2,109,490.00 | |
| 0.0900 | 900,080.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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