US Dollar to Chilean Peso MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 7th, 2026
1 Day
0.01%
decreased by 0.02%
1 Week
0.01%
decreased by 0.02%
1 Month
0.00%
decreased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,860.00 | |
| 0.0000 | 140.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0111 | 111,220.00 | |
| 0.0002 | 2,420.00 | |
| 0.2132 | 2,132,490.00 |
Estimation Period:
Nov 19, 1990 to Jul 3, 2026
Nov 19, 1990 to Jul 3, 2026
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