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 Tuesday, November 25th, 2025:8.55% (+0.10%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8150	5.50
$α$	0.0705	7.64
$β$	0.8943	64.50
$γ_{1}$	0.0616	1.42
$γ_{2}$	-0.0549	-0.76
$γ_{3}$	-0.0717	-1.43
$γ_{4}$	0.1416	3.62
$γ_{5}$	-0.1575	-3.66
$γ_{6}$	0.1486	3.79
$γ_{7}$	-0.0785	-3.16
$γ_{8}$	-0.0083	-0.44
$γ_{9}$	0.0240	1.78

Estimation Period:
Dec 31, 1992 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts