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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:10.29% (-0.21%)
Analysis last updated: Friday, January 16, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.84505.64
α0.06987.65
β0.895965.73
γ10.06631.55
γ2-0.0627-0.87
γ3-0.0654-1.32
γ40.13563.49
γ5-0.1524-3.50
γ60.14563.58
γ7-0.0778-3.00
γ8-0.0097-0.51
γ90.02652.01
Estimation Period:
Dec 31, 1992 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts