V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:11.77% (-0.23%)

Analysis last updated: Thursday, June 1, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.70764.79
α0.07407.23
β0.885154.32
γ10.00080.01
γ20.06990.39
γ3-0.1550-1.43
γ40.08651.26
γ50.06981.27
γ6-0.1886-3.27
γ70.22474.30
γ8-0.1496-4.11
γ90.06832.05
γ10-0.0532-2.15
Estimation Period:
Dec 31, 1992 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts