V-Lab: Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:10.89% (-0.33%)

Analysis last updated: Tuesday, July 1, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7875	5.76
$α$	0.0715	7.41
$β$	0.8888	59.29
$γ_{1}$	0.0537	1.24
$γ_{2}$	-0.0392	-0.54
$γ_{3}$	-0.0862	-1.73
$γ_{4}$	0.1531	3.96
$γ_{5}$	-0.1654	-4.03
$γ_{6}$	0.1516	4.33
$γ_{7}$	-0.0790	-3.56
$γ_{8}$	0.0005	0.03
$γ_{9}$	0.0091	0.65

Estimation Period:
Dec 31, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts