Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:100.17% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1271 | 3.94 | |
| 0.0731 | 8.86 | |
| 0.9200 | 107.36 | |
| 0.0628 | 1.03 | |
| -0.0598 | -0.56 | |
| -0.0733 | -0.91 | |
| 0.1651 | 2.55 | |
| -0.2045 | -2.77 | |
| 0.2019 | 2.81 | |
| -0.0993 | -1.72 | |
| -0.2987 | -1.20 | |
| 1.2926 | 1.39 |
Estimation Period:
Dec 31, 1992 to Feb 20, 2026
Dec 31, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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