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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.71% (-0.38%)
Analysis last updated: Thursday, March 12, 2026 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.80075.86
α0.07477.65
β0.884959.84
γ10.06621.67
γ2-0.0636-0.96
γ3-0.0615-1.35
γ40.12923.61
γ5-0.1470-3.64
γ60.14933.81
γ7-0.1052-3.05
γ80.06261.12
γ9-0.0580-0.98
Estimation Period:
Dec 31, 1992 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts