Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
12.91%
decreased by 0.37%
1 Week
12.82%
decreased by 0.46%
1 Month
12.53%
decreased by 0.75%
Analysis last updated: Friday, April 3, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8578 | 5.59 | |
| 0.0701 | 7.75 | |
| 0.8965 | 66.79 | |
| 0.0691 | 1.65 | |
| -0.0686 | -0.98 | |
| -0.0590 | -1.21 | |
| 0.1301 | 3.39 | |
| -0.1490 | -3.40 | |
| 0.1461 | 3.44 | |
| -0.0812 | -2.96 | |
| -0.0078 | -0.41 | |
| 0.0272 | 2.07 |
Estimation Period:
Dec 31, 1992 to Apr 3, 2026
Dec 31, 1992 to Apr 3, 2026
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