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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7892	6.69***
α ARCH Response to squared shocks	0.0736	7.41***
β GARCH Volatility persistence	0.8807	57.15***

γ₁	0.0399	0.67
γ₂	0.0042	0.04
γ₃	-0.1444	-2.20**
γ₄	0.1963	4.06***
γ₅	-0.1751	-4.19***
γ₆	0.1178	3.69***
γ₇	-0.0290	-0.74
γ₈	-0.0017	-0.05
γ₉	-0.0455	-1.83*
γ₁₀	0.0532	3.46***

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chilean Peso Analyses