V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:0.70% (-0.82%)

Analysis last updated: Sunday, November 2, 2025 at 01:54 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
$β$	0.1750	1,750,100.00
$γ$	-0.3500	-3,500,000.00
$λ_{1}$	0.0177	177,430.00
$λ_{2}$	0.0264	263,660.00
$λ_{3}$	0.8389	8,389,160.00

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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