Skip to main content
V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:7.83% (-0.29%)
Analysis last updated: Tuesday, January 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω0.81015.62
α0.07017.45
β0.891760.70
γ10.06281.52
γ2-0.0566-0.82
γ3-0.0715-1.51
γ40.14313.90
γ5-0.1608-4.02
γ60.15624.23
γ7-0.0960-3.96
γ80.03081.43
γ9-0.0791-2.44
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts