Skip to main content
V-Lab

Banco de Chile Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.44% (-0.21%)
Analysis last updated: Thursday, February 12, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco de Chile S0GARCH
paramt-stat
ω1.63143.26
α0.10776.56
β0.825337.88
γ1-0.0882-0.77
γ20.22291.28
γ3-0.2248-1.72
γ40.10460.94
γ5-0.0262-0.36
γ60.12472.03
γ7-0.2481-4.26
γ80.18494.31
Estimation Period:
Sep 14, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts