Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:9.35% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8091 | 5.41 | |
| 0.0695 | 7.64 | |
| 0.8962 | 65.94 | |
| 0.0603 | 1.43 | |
| -0.0545 | -0.77 | |
| -0.0686 | -1.39 | |
| 0.1372 | 3.56 | |
| -0.1531 | -3.55 | |
| 0.1458 | 3.63 | |
| -0.0774 | -3.03 | |
| -0.0101 | -0.54 | |
| 0.0267 | 2.02 |
Estimation Period:
Dec 31, 1992 to Jan 2, 2026
Dec 31, 1992 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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