Chilean Peso Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
12.69%
decreased by 0.27%
1 Week
12.44%
decreased by 0.52%
1 Month
11.58%
decreased by 1.38%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8304 | 5.43 | |
| 0.0699 | 7.68 | |
| 0.8958 | 65.12 | |
| 0.0665 | 1.62 | |
| -0.0647 | -0.94 | |
| -0.0629 | -1.32 | |
| 0.1357 | 3.63 | |
| -0.1549 | -3.67 | |
| 0.1525 | 3.73 | |
| -0.0929 | -3.42 | |
| 0.0200 | 0.89 | |
| -0.0500 | -1.40 |
Estimation Period:
Dec 31, 1992 to Apr 10, 2026
Dec 31, 1992 to Apr 10, 2026
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