V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

V-Lab

Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:22.31% (+16.28%)

Analysis last updated: Tuesday, July 8, 2025 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0300	11.58
$λ_{2}$	0.9891	11.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts