V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:14.72% (-0.64%)
Analysis last updated: Thursday, April 17, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso S0GARCH
paramt-stat
ω0.76955.76
α0.07337.38
β0.885157.11
γ10.04891.12
γ2-0.0298-0.41
γ3-0.0956-1.91
γ40.16204.20
γ5-0.1722-4.29
γ60.15514.70
γ7-0.0802-3.78
γ80.00510.26
γ90.00190.13
Estimation Period:
Dec 31, 1992 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts