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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.58% (-1.85%)
Analysis last updated: Friday, February 13, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.72175.41
α0.07257.68
β0.892063.49
γ10.06211.50
γ2-0.0575-0.83
γ3-0.0652-1.35
γ40.13333.50
γ5-0.1530-3.55
γ60.16013.74
γ7-0.1306-2.68
γ80.12001.33
γ9-0.1219-1.31
Estimation Period:
Dec 31, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts