V-Lab
V-Lab
US Dollar to Chilean Peso GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.34% (-0.29%)

Analysis last updated: Sunday, May 19, 2024 at 01:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chilean Peso GARCH
paramt-stat
ω0.003211.40
α0.055631.26
β0.9363478.44
Estimation Period:
Nov 19, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts