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Param	Value	t-stat
ωconst	0.7230	6.13***
αARCH	0.0739	7.41***
βGARCH	0.8794	56.32***

γ₁	0.0283	0.50
γ₂	0.0198	0.21
γ₃	-0.1545	-2.44**
γ₄	0.2126	4.57***
γ₅	-0.1986	-4.95***
γ₆	0.1452	4.83***
γ₇	-0.0531	-1.48
γ₈	0.0126	0.38
γ₉	-0.0493	-1.83*
γ₁₀	0.0451	1.18

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7230	6.13***
α ARCH Response to squared shocks	0.0739	7.41***
β GARCH Volatility persistence	0.8794	56.32***

γ₁	0.0283	0.50
γ₂	0.0198	0.21
γ₃	-0.1545	-2.44**
γ₄	0.2126	4.57***
γ₅	-0.1986	-4.95***
γ₆	0.1452	4.83***
γ₇	-0.0531	-1.48
γ₈	0.0126	0.38
γ₉	-0.0493	-1.83*
γ₁₀	0.0451	1.18

V-Lab

Chilean Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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