Skip to main content
V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:127.69% (-2.62%)
Analysis last updated: Friday, February 13, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω1.12063.84
α0.07538.58
β0.9181100.05
γ10.06271.02
γ2-0.0594-0.55
γ3-0.0745-0.92
γ40.16672.56
γ5-0.2060-2.77
γ60.20402.83
γ7-0.1055-1.83
γ8-0.3281-1.15
γ91.45121.33
Estimation Period:
Dec 31, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts