V-Lab: Chilean Peso Spline-GARCH Volatility Analysis

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V-Lab

Chilean Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:6.53% (+0.95%)

Analysis last updated: Wednesday, November 5, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8008	5.69
$α$	0.0708	7.40
$β$	0.8896	59.08
$γ_{1}$	0.0605	1.45
$γ_{2}$	-0.0515	-0.74
$γ_{3}$	-0.0773	-1.61
$γ_{4}$	0.1487	4.03
$γ_{5}$	-0.1657	-4.20
$γ_{6}$	0.1596	4.52
$γ_{7}$	-0.0985	-4.27
$γ_{8}$	0.0372	1.73
$γ_{9}$	-0.0936	-2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts