Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.58% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7217 | 5.41 | |
| 0.0725 | 7.68 | |
| 0.8920 | 63.49 | |
| 0.0621 | 1.50 | |
| -0.0575 | -0.83 | |
| -0.0652 | -1.35 | |
| 0.1333 | 3.50 | |
| -0.1530 | -3.55 | |
| 0.1601 | 3.74 | |
| -0.1306 | -2.68 | |
| 0.1200 | 1.33 | |
| -0.1219 | -1.31 |
Estimation Period:
Dec 31, 1992 to Feb 13, 2026
Dec 31, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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