Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.13% (+0.33%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.7923 | 5.56 | |
0.0706 | 7.49 | |
0.8918 | 61.70 | |
0.0570 | 1.34 | |
-0.0471 | -0.66 | |
-0.0768 | -1.56 | |
0.1444 | 3.77 | |
-0.1587 | -3.82 | |
0.1487 | 4.01 | |
-0.0786 | -3.35 | |
-0.0046 | -0.25 | |
0.0180 | 1.35 |
Estimation Period:
Dec 31, 1992 to Oct 10, 2025
Dec 31, 1992 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Chilean Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies