V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:14.88% (-0.63%)

Analysis last updated: Sunday, April 21, 2024 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.72936.00
α0.07737.17
β0.873150.63
γ10.03540.72
γ2-0.0003-0.00
γ3-0.1270-2.31
γ40.18874.55
γ5-0.1897-4.84
γ60.15715.65
γ7-0.0722-3.16
γ80.01230.53
γ9-0.0186-1.16
Estimation Period:
Dec 31, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts