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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7785	6.69***
α ARCH Response to squared shocks	0.0746	7.41***
β GARCH Volatility persistence	0.8785	55.96***

γ₁	0.0343	0.59
γ₂	0.0134	0.14
γ₃	-0.1503	-2.33**
γ₄	0.1997	4.21***
γ₅	-0.1767	-4.32***
γ₆	0.1187	3.75***
γ₇	-0.0301	-0.78
γ₈	0.0001	0.00
γ₉	-0.0468	-1.93*
γ₁₀	0.0532	3.55***

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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