V-Lab: Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:10.27% (-0.27%)

Analysis last updated: Friday, July 11, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7833	5.65
$α$	0.0707	7.43
$β$	0.8907	60.71
$γ_{1}$	0.0541	1.24
$γ_{2}$	-0.0402	-0.55
$γ_{3}$	-0.0853	-1.69
$γ_{4}$	0.1528	3.93
$γ_{5}$	-0.1656	-4.01
$γ_{6}$	0.1521	4.30
$γ_{7}$	-0.0793	-3.54
$γ_{8}$	-0.0000	-0.00
$γ_{9}$	0.0102	0.73

Estimation Period:
Dec 31, 1992 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts