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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:21.57% (-0.14%)
Analysis last updated: Thursday, February 26, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.74365.69
α0.07487.60
β0.884259.57
γ10.06321.59
γ2-0.0592-0.89
γ3-0.0634-1.39
γ40.13023.64
γ5-0.1493-3.72
γ60.15543.95
γ7-0.1206-2.93
γ80.09691.32
γ9-0.0961-1.25
Estimation Period:
Dec 31, 1992 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts