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

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:11.21% (+1.00%)

Analysis last updated: Tuesday, July 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7794	5.57
$α$	0.0710	7.46
$β$	0.8906	60.89
$γ_{1}$	0.0537	1.24
$γ_{2}$	-0.0405	-0.56
$γ_{3}$	-0.0837	-1.67
$γ_{4}$	0.1512	3.91
$γ_{5}$	-0.1646	-4.00
$γ_{6}$	0.1523	4.28
$γ_{7}$	-0.0803	-3.57
$γ_{8}$	0.0001	0.01
$γ_{9}$	0.0111	0.80

Estimation Period:
Dec 31, 1992 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts