Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
10.87%
decreased by 0.44%
1 Week
10.86%
decreased by 0.45%
1 Month
10.84%
decreased by 0.47%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8021 | 6.76 | |
| 0.0725 | 7.38 | |
| 0.8830 | 58.48 | |
| 0.0427 | 0.69 | |
| 0.0016 | 0.02 | |
| -0.1455 | -2.14 | |
| 0.1962 | 3.94 | |
| -0.1704 | -4.01 | |
| 0.1080 | 3.12 | |
| -0.0181 | -0.42 | |
| -0.0078 | -0.21 | |
| -0.0425 | -1.67 | |
| 0.0498 | 3.22 |
Estimation Period:
Dec 31, 1992 to Jun 12, 2026
Dec 31, 1992 to Jun 12, 2026
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