V-Lab
V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.47% (-0.16%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.70484.69
α0.07597.09
β0.880050.81
γ1-0.0033-0.03
γ20.07720.42
γ3-0.1554-1.42
γ40.07481.10
γ50.08921.69
γ6-0.2071-3.79
γ70.23494.91
γ8-0.1517-4.32
γ90.07102.10
γ10-0.0575-2.34
Estimation Period:
Dec 31, 1992 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts