US Dollar to Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.45%
decreased by 0.31%
1 Week
11.42%
decreased by 0.34%
1 Month
11.33%
decreased by 0.43%
Analysis last updated: Sunday, June 14, 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 | 11.08 | |
| 0.0584 | 18.52 | |
| 0.9413 | 515.77 | |
| -0.0145 | -2.63 |
Estimation Period:
Nov 19, 1990 to Jun 12, 2026
Nov 19, 1990 to Jun 12, 2026
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