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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:15.85% (+0.23%)
Analysis last updated: Tuesday, March 17, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.83135.38
α0.06987.77
β0.897367.74
γ10.06501.56
γ2-0.0633-0.91
γ3-0.0612-1.26
γ40.13183.42
γ5-0.1499-3.39
γ60.14523.42
γ7-0.0793-2.90
γ8-0.0090-0.47
γ90.02742.07
Estimation Period:
Dec 31, 1992 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts