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 ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.77945.57
α0.07107.46
β0.890660.89
γ10.05371.24
γ2-0.0405-0.56
γ3-0.0837-1.67
γ40.15123.91
γ5-0.1646-4.00
γ60.15234.28
γ7-0.0803-3.57
γ80.00010.01
γ90.01110.80
Estimation Period:
Dec 31, 1992 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts