V-Lab: Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:14.13% (-0.57%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7562	5.64
$α$	0.0725	7.36
$β$	0.8860	57.46
$γ_{1}$	0.0474	1.08
$γ_{2}$	-0.0285	-0.39
$γ_{3}$	-0.0947	-1.88
$γ_{4}$	0.1604	4.14
$γ_{5}$	-0.1709	-4.24
$γ_{6}$	0.1545	4.64
$γ_{7}$	-0.0799	-3.75
$γ_{8}$	0.0047	0.24
$γ_{9}$	0.0024	0.17

Estimation Period:
Dec 31, 1992 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts