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

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 6th, 2025:8.62% (-0.13%)

Analysis last updated: Friday, October 3, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7907	5.55
$α$	0.0707	7.49
$β$	0.8917	61.60
$γ_{1}$	0.0567	1.33
$γ_{2}$	-0.0467	-0.65
$γ_{3}$	-0.0769	-1.56
$γ_{4}$	0.1444	3.78
$γ_{5}$	-0.1587	-3.82
$γ_{6}$	0.1488	4.02
$γ_{7}$	-0.0788	-3.36
$γ_{8}$	-0.0041	-0.22
$γ_{9}$	0.0174	1.30

Estimation Period:
Dec 31, 1992 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts