Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
8.43%
increased by 0.12%
1 Week
8.65%
increased by 0.34%
1 Month
9.26%
increased by 0.95%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7592 | 6.32 | |
| 0.0748 | 7.51 | |
| 0.8797 | 57.54 | |
| 0.0401 | 0.65 | |
| 0.0007 | 0.01 | |
| -0.1384 | -2.07 | |
| 0.1906 | 3.88 | |
| -0.1683 | -3.99 | |
| 0.1098 | 3.27 | |
| -0.0223 | -0.53 | |
| -0.0041 | -0.11 | |
| -0.0450 | -1.78 | |
| 0.0519 | 3.35 |
Estimation Period:
Dec 31, 1992 to Jul 3, 2026
Dec 31, 1992 to Jul 3, 2026
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