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 Wednesday, April 1st, 2026
1 Day
-0.00%
decreased by 2.04%
1 Week
0.37%
decreased by 1.67%
1 Month
0.47%
decreased by 1.57%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 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 | |
| 0.1900 | 1,899,850.00 | |
| -0.3799 | -3,799,500.00 | |
| 0.1839 | 3.82 | |
| 0.2280 | 3.72 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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