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

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.36% (-0.21%)

Analysis last updated: Friday, August 29, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7821	5.58
$α$	0.0711	7.45
$β$	0.8903	60.43
$γ_{1}$	0.0543	1.27
$γ_{2}$	-0.0422	-0.59
$γ_{3}$	-0.0808	-1.63
$γ_{4}$	0.1474	3.85
$γ_{5}$	-0.1608	-3.90
$γ_{6}$	0.1496	4.13
$γ_{7}$	-0.0790	-3.45
$γ_{8}$	-0.0017	-0.09
$γ_{9}$	0.0135	1.00

Estimation Period:
Dec 31, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts