V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:10.89% (-0.33%)
Analysis last updated: Tuesday, July 1, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.78755.76
α0.07157.41
β0.888859.29
γ10.05371.24
γ2-0.0392-0.54
γ3-0.0862-1.73
γ40.15313.96
γ5-0.1654-4.03
γ60.15164.33
γ7-0.0790-3.56
γ80.00050.03
γ90.00910.65
Estimation Period:
Dec 31, 1992 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts