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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:9.35% (-0.25%)
Analysis last updated: Tuesday, January 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.80915.41
α0.06957.64
β0.896265.94
γ10.06031.43
γ2-0.0545-0.77
γ3-0.0686-1.39
γ40.13723.56
γ5-0.1531-3.55
γ60.14583.63
γ7-0.0774-3.03
γ8-0.0101-0.54
γ90.02672.02
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Impact of return on volatility tomorrow
Volatility Forecasts