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

V-Lab

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V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:13.35% (+1.02%)

Analysis last updated: Tuesday, February 4, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7679	5.88
$α$	0.0741	7.30
$β$	0.8823	55.16
$γ_{1}$	0.0482	1.06
$γ_{2}$	-0.0266	-0.35
$γ_{3}$	-0.1006	-1.94
$γ_{4}$	0.1663	4.22
$γ_{5}$	-0.1756	-4.38
$γ_{6}$	0.1560	4.89
$γ_{7}$	-0.0782	-3.73
$γ_{8}$	0.0040	0.20
$γ_{9}$	0.0008	0.06

Estimation Period:
Dec 31, 1992 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts