V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:11.26% (-0.23%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.76095.98
α0.07477.20
β0.879152.91
γ10.04671.03
γ2-0.0232-0.31
γ3-0.1041-2.04
γ40.16934.36
γ5-0.1779-4.57
γ60.15725.15
γ7-0.0787-3.84
γ80.00730.37
γ9-0.0044-0.30
Estimation Period:
Dec 31, 1992 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts