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Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:100.17% (-1.50%)
Analysis last updated: Friday, February 20, 2026 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω1.12713.94
α0.07318.86
β0.9200107.36
γ10.06281.03
γ2-0.0598-0.56
γ3-0.0733-0.91
γ40.16512.55
γ5-0.2045-2.77
γ60.20192.81
γ7-0.0993-1.72
γ8-0.2987-1.20
γ91.29261.39
Estimation Period:
Dec 31, 1992 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts