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Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:213.86% (-8.95%)
Analysis last updated: Monday, January 26, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω1.97286.79
α0.09166.40
β0.907562.15
γ10.01700.13
γ20.02740.12
γ3-0.1454-0.95
γ40.17641.71
γ5-0.0845-0.90
γ6-0.1287-0.77
γ70.43051.44
γ8-1.2601-1.99
γ92.60031.70
γ10-2.4680-1.65
Estimation Period:
Dec 31, 1992 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts