Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.29% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8450 | 5.64 | |
| 0.0698 | 7.65 | |
| 0.8959 | 65.73 | |
| 0.0663 | 1.55 | |
| -0.0627 | -0.87 | |
| -0.0654 | -1.32 | |
| 0.1356 | 3.49 | |
| -0.1524 | -3.50 | |
| 0.1456 | 3.58 | |
| -0.0778 | -3.00 | |
| -0.0097 | -0.51 | |
| 0.0265 | 2.01 |
Estimation Period:
Dec 31, 1992 to Jan 16, 2026
Dec 31, 1992 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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