Skip to main content
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.82% (-3.63%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω1.46584.58
α0.08157.23
β0.916177.26
γ10.03250.25
γ20.00400.02
γ3-0.1360-0.90
γ40.18351.77
γ5-0.1048-1.10
γ6-0.1086-0.65
γ70.41281.41
γ8-1.0648-1.86
γ92.04361.54
γ10-1.9042-1.48
Estimation Period:
Dec 31, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts