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

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:14.72% (-0.64%)

Analysis last updated: Thursday, April 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7695	5.76
$α$	0.0733	7.38
$β$	0.8851	57.11
$γ_{1}$	0.0489	1.12
$γ_{2}$	-0.0298	-0.41
$γ_{3}$	-0.0956	-1.91
$γ_{4}$	0.1620	4.20
$γ_{5}$	-0.1722	-4.29
$γ_{6}$	0.1551	4.70
$γ_{7}$	-0.0802	-3.78
$γ_{8}$	0.0051	0.26
$γ_{9}$	0.0019	0.13

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

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Volatility Forecasts

Volatility Forecasts