Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:213.86% (-8.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9728 | 6.79 | |
| 0.0916 | 6.40 | |
| 0.9075 | 62.15 | |
| 0.0170 | 0.13 | |
| 0.0274 | 0.12 | |
| -0.1454 | -0.95 | |
| 0.1764 | 1.71 | |
| -0.0845 | -0.90 | |
| -0.1287 | -0.77 | |
| 0.4305 | 1.44 | |
| -1.2601 | -1.99 | |
| 2.6003 | 1.70 | |
| -2.4680 | -1.65 |
Estimation Period:
Dec 31, 1992 to Jan 23, 2026
Dec 31, 1992 to Jan 23, 2026
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