Banco de Chile Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.44% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6314 | 3.26 | |
| 0.1077 | 6.56 | |
| 0.8253 | 37.88 | |
| -0.0882 | -0.77 | |
| 0.2229 | 1.28 | |
| -0.2248 | -1.72 | |
| 0.1046 | 0.94 | |
| -0.0262 | -0.36 | |
| 0.1247 | 2.03 | |
| -0.2481 | -4.26 | |
| 0.1849 | 4.31 |
Estimation Period:
Sep 14, 1998 to Feb 6, 2026
Sep 14, 1998 to Feb 6, 2026
News Impact Curve
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