V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:9.16% (-0.36%)

Analysis last updated: Thursday, December 4, 2025 at 07:11 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
$λ_{1}$	0.0301	11.61
$λ_{2}$	0.9879	11.69
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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