V-Lab: Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.86% (+0.04%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8002	5.58
$α$	0.0698	7.50
$β$	0.8934	62.87
$γ_{1}$	0.0588	1.37
$γ_{2}$	-0.0498	-0.69
$γ_{3}$	-0.0755	-1.52
$γ_{4}$	0.1439	3.73
$γ_{5}$	-0.1590	-3.78
$γ_{6}$	0.1498	3.98
$γ_{7}$	-0.0797	-3.35
$γ_{8}$	-0.0045	-0.24
$γ_{9}$	0.0186	1.38

Estimation Period:
Dec 31, 1992 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts