Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
13.63%
decreased by 0.26%
1 Week
13.50%
decreased by 0.39%
1 Month
13.07%
decreased by 0.82%
Analysis last updated: Friday, April 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8480 | 5.51 | |
| 0.0698 | 7.74 | |
| 0.8970 | 67.16 | |
| 0.0679 | 1.63 | |
| -0.0676 | -0.97 | |
| -0.0583 | -1.20 | |
| 0.1286 | 3.35 | |
| -0.1469 | -3.32 | |
| 0.1435 | 3.33 | |
| -0.0793 | -2.85 | |
| -0.0086 | -0.45 | |
| 0.0274 | 2.07 |
Estimation Period:
Dec 31, 1992 to Apr 10, 2026
Dec 31, 1992 to Apr 10, 2026
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