Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.82% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4658 | 4.58 | |
| 0.0815 | 7.23 | |
| 0.9161 | 77.26 | |
| 0.0325 | 0.25 | |
| 0.0040 | 0.02 | |
| -0.1360 | -0.90 | |
| 0.1835 | 1.77 | |
| -0.1048 | -1.10 | |
| -0.1086 | -0.65 | |
| 0.4128 | 1.41 | |
| -1.0648 | -1.86 | |
| 2.0436 | 1.54 | |
| -1.9042 | -1.48 |
Estimation Period:
Dec 31, 1992 to Feb 6, 2026
Dec 31, 1992 to Feb 6, 2026
News Impact Curve
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