Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.72%
increased by 0.72%
1 Week
11.65%
increased by 0.65%
1 Month
11.43%
increased by 0.43%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8021 | 6.76 | |
| 0.0725 | 7.38 | |
| 0.8830 | 58.48 | |
| 0.0427 | 0.69 | |
| 0.0016 | 0.02 | |
| -0.1455 | -2.14 | |
| 0.1962 | 3.94 | |
| -0.1704 | -4.01 | |
| 0.1080 | 3.12 | |
| -0.0181 | -0.42 | |
| -0.0078 | -0.21 | |
| -0.0425 | -1.67 | |
| 0.0498 | 3.22 |
Estimation Period:
Dec 31, 1992 to Jun 12, 2026
Dec 31, 1992 to Jun 12, 2026
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