Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:127.69% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1206 | 3.84 | |
| 0.0753 | 8.58 | |
| 0.9181 | 100.05 | |
| 0.0627 | 1.02 | |
| -0.0594 | -0.55 | |
| -0.0745 | -0.92 | |
| 0.1667 | 2.56 | |
| -0.2060 | -2.77 | |
| 0.2040 | 2.83 | |
| -0.1055 | -1.83 | |
| -0.3281 | -1.15 | |
| 1.4512 | 1.33 |
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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