US Dollar to Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
13.69%
decreased by 0.40%
1 Week
13.64%
decreased by 0.45%
1 Month
13.45%
decreased by 0.64%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 11.05 | |
| 0.0587 | 18.55 | |
| 0.9409 | 514.18 | |
| -0.0144 | -2.60 |
Estimation Period:
Nov 19, 1990 to May 22, 2026
Nov 19, 1990 to May 22, 2026
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