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

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V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:9.13% (+0.33%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7923	5.56
$α$	0.0706	7.49
$β$	0.8918	61.70
$γ_{1}$	0.0570	1.34
$γ_{2}$	-0.0471	-0.66
$γ_{3}$	-0.0768	-1.56
$γ_{4}$	0.1444	3.77
$γ_{5}$	-0.1587	-3.82
$γ_{6}$	0.1487	4.01
$γ_{7}$	-0.0786	-3.35
$γ_{8}$	-0.0046	-0.25
$γ_{9}$	0.0180	1.35

Estimation Period:
Dec 31, 1992 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts