V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:14.35% (+0.15%)

Analysis last updated: Wednesday, October 4, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.71914.95
α0.07367.39
β0.887456.79
γ10.00530.05
γ20.06220.36
γ3-0.1543-1.46
γ40.09901.43
γ50.04720.83
γ6-0.1655-2.72
γ70.20943.64
γ8-0.1406-3.63
γ90.05471.69
γ10-0.0374-1.57
Estimation Period:
Dec 31, 1992 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts