V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 25th, 2021:12.13% (-0.62%)
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.52591.86
α0.11726.93
β0.833333.49
γ1-0.1797-0.66
γ20.33260.86
γ3-0.2101-1.26
γ4-0.0062-0.08
γ50.17792.95
γ6-0.2416-3.55
γ70.21013.10
γ8-0.0891-1.72
γ9-0.0125-0.34
Estimation Period:
Dec 31, 1992 to Jun 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts