Banco de Chile Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.62% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6083 | 3.26 | |
| 0.1073 | 6.46 | |
| 0.8252 | 37.47 | |
| -0.0952 | -0.84 | |
| 0.2351 | 1.37 | |
| -0.2354 | -1.83 | |
| 0.1162 | 1.07 | |
| -0.0412 | -0.57 | |
| 0.1501 | 2.37 | |
| -0.2993 | -4.43 | |
| 0.3117 | 3.29 |
Estimation Period:
Sep 14, 1998 to Feb 13, 2026
Sep 14, 1998 to Feb 13, 2026
News Impact Curve
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