Banco Itau Chile SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.81% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2001 | 13.50 | |
| 0.1455 | 12.59 | |
| 0.7613 | 97.19 | |
| 0.0445 | 1.93 |
Estimation Period:
Nov 26, 2002 to Feb 6, 2026
Nov 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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