V-Lab: Chilean Peso MF2-GARCH Volatility Analysis

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V-Lab

Chilean Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:21.91% (-10.66%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0306	35.57
$λ_{2}$	0.9833	33.96
$λ_{3}$	0.0000	0.00

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

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Volatility Forecasts