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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7516	6.26***
α ARCH Response to squared shocks	0.0748	7.50***
β GARCH Volatility persistence	0.8795	57.34***

γ₁	0.0387	0.63
γ₂	0.0023	0.02
γ₃	-0.1386	-2.09**
γ₄	0.1915	3.92***
γ₅	-0.1710	-4.06***
γ₆	0.1143	3.49***
γ₇	-0.0271	-0.67
γ₈	-0.0010	-0.03
γ₉	-0.0469	-1.86*
γ₁₀	0.0533	3.45***

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chilean Peso Analyses