Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.71% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8007 | 5.86 | |
| 0.0747 | 7.65 | |
| 0.8849 | 59.84 | |
| 0.0662 | 1.67 | |
| -0.0636 | -0.96 | |
| -0.0615 | -1.35 | |
| 0.1292 | 3.61 | |
| -0.1470 | -3.64 | |
| 0.1493 | 3.81 | |
| -0.1052 | -3.05 | |
| 0.0626 | 1.12 | |
| -0.0580 | -0.98 |
Estimation Period:
Dec 31, 1992 to Mar 6, 2026
Dec 31, 1992 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Chilean Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies