Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:21.57% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7436 | 5.69 | |
| 0.0748 | 7.60 | |
| 0.8842 | 59.57 | |
| 0.0632 | 1.59 | |
| -0.0592 | -0.89 | |
| -0.0634 | -1.39 | |
| 0.1302 | 3.64 | |
| -0.1493 | -3.72 | |
| 0.1554 | 3.95 | |
| -0.1206 | -2.93 | |
| 0.0969 | 1.32 | |
| -0.0961 | -1.25 |
Estimation Period:
Dec 31, 1992 to Feb 20, 2026
Dec 31, 1992 to Feb 20, 2026
News Impact Curve
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