Chilean Peso GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
12.46%
decreased by 0.08%
1 Week
12.46%
decreased by 0.08%
1 Month
12.49%
decreased by 0.05%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.80 | |
| 0.0551 | 17.81 | |
| 0.9496 | 570.01 | |
| -0.0132 | -2.62 |
Estimation Period:
Dec 31, 1992 to Jun 5, 2026
Dec 31, 1992 to Jun 5, 2026
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