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

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V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:7.60% (-0.06%)

Analysis last updated: Monday, November 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8043	5.55
$α$	0.0700	7.54
$β$	0.8937	63.31
$γ_{1}$	0.0596	1.40
$γ_{2}$	-0.0516	-0.72
$γ_{3}$	-0.0736	-1.49
$γ_{4}$	0.1423	3.69
$γ_{5}$	-0.1575	-3.73
$γ_{6}$	0.1483	3.89
$γ_{7}$	-0.0783	-3.24
$γ_{8}$	-0.0070	-0.37
$γ_{9}$	0.0217	1.61

Estimation Period:
Dec 31, 1992 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts