V-Lab: Chilean Peso Spline-GARCH Volatility Analysis

V-Lab

Chilean Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.50% (-0.26%)

Analysis last updated: Friday, July 4, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7851	5.82
$α$	0.0723	7.32
$β$	0.8854	56.33
$γ_{1}$	0.0560	1.30
$γ_{2}$	-0.0414	-0.58
$γ_{3}$	-0.0885	-1.81
$γ_{4}$	0.1590	4.26
$γ_{5}$	-0.1739	-4.49
$γ_{6}$	0.1637	4.98
$γ_{7}$	-0.0984	-4.53
$γ_{8}$	0.0379	1.71
$γ_{9}$	-0.0832	-2.46

Estimation Period:
Dec 31, 1992 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts