US Dollar to Chilean Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.31% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 5.77 | |
| 0.0433 | 2.62 | |
| 0.9029 | 132.53 | |
| 0.1076 | 1.19 |
Estimation Period:
Nov 19, 1990 to Feb 13, 2026
Nov 19, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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