V-Lab
Chilean Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:2.83% (-11.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,500,000.00 | |
| 0.2097 | 2,096,650.00 | |
| 0.0900 | 900,080.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Jan 2, 1990 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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