V-Lab: Chilean Peso Spline-GARCH Volatility Analysis

V-Lab

Chilean Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:7.75% (-0.15%)

Analysis last updated: Friday, September 19, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7938	5.74
$α$	0.0712	7.35
$β$	0.8881	57.97
$γ_{1}$	0.0587	1.39
$γ_{2}$	-0.0476	-0.67
$γ_{3}$	-0.0816	-1.69
$γ_{4}$	0.1526	4.12
$γ_{5}$	-0.1686	-4.32
$γ_{6}$	0.1608	4.69
$γ_{7}$	-0.0976	-4.34
$γ_{8}$	0.0352	1.62
$γ_{9}$	-0.0809	-2.46

Estimation Period:
Dec 31, 1992 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts