Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:15.85% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8313 | 5.38 | |
| 0.0698 | 7.77 | |
| 0.8973 | 67.74 | |
| 0.0650 | 1.56 | |
| -0.0633 | -0.91 | |
| -0.0612 | -1.26 | |
| 0.1318 | 3.42 | |
| -0.1499 | -3.39 | |
| 0.1452 | 3.42 | |
| -0.0793 | -2.90 | |
| -0.0090 | -0.47 | |
| 0.0274 | 2.07 |
Estimation Period:
Dec 31, 1992 to Mar 14, 2026
Dec 31, 1992 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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