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

V-Lab

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V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:12.23% (-0.34%)

Analysis last updated: Friday, July 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7213	5.88
$α$	0.0761	7.16
$β$	0.8753	51.33
$γ_{1}$	0.0346	0.74
$γ_{2}$	-0.0015	-0.02
$γ_{3}$	-0.1222	-2.31
$γ_{4}$	0.1839	4.59
$γ_{5}$	-0.1874	-4.83
$γ_{6}$	0.1594	5.60
$γ_{7}$	-0.0772	-3.63
$γ_{8}$	0.0135	0.63
$γ_{9}$	-0.0161	-1.04

Estimation Period:
Dec 31, 1992 to Jul 26, 2024

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