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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.13% (+0.33%)
Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.79235.56
α0.07067.49
β0.891861.70
γ10.05701.34
γ2-0.0471-0.66
γ3-0.0768-1.56
γ40.14443.77
γ5-0.1587-3.82
γ60.14874.01
γ7-0.0786-3.35
γ8-0.0046-0.25
γ90.01801.35
Estimation Period:
Dec 31, 1992 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts