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 Monday, December 15th, 2025:9.27% (+0.94%)

Analysis last updated: Friday, December 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8057	5.46
$α$	0.0701	7.60
$β$	0.8946	64.52
$γ_{1}$	0.0594	1.41
$γ_{2}$	-0.0524	-0.74
$γ_{3}$	-0.0711	-1.45
$γ_{4}$	0.1397	3.62
$γ_{5}$	-0.1548	-3.62
$γ_{6}$	0.1461	3.71
$γ_{7}$	-0.0770	-3.09
$γ_{8}$	-0.0094	-0.50
$γ_{9}$	0.0252	1.91

Estimation Period:
Dec 31, 1992 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts