Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:7.83% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8101 | 5.62 | |
| 0.0701 | 7.45 | |
| 0.8917 | 60.70 | |
| 0.0628 | 1.52 | |
| -0.0566 | -0.82 | |
| -0.0715 | -1.51 | |
| 0.1431 | 3.90 | |
| -0.1608 | -4.02 | |
| 0.1562 | 4.23 | |
| -0.0960 | -3.96 | |
| 0.0308 | 1.43 | |
| -0.0791 | -2.44 |
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Dec 31, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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