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

V-Lab

Chilean Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:10.68% (+0.74%)

Analysis last updated: Friday, September 12, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7816	5.56
$α$	0.0713	7.46
$β$	0.8900	60.32
$γ_{1}$	0.0545	1.28
$γ_{2}$	-0.0429	-0.60
$γ_{3}$	-0.0798	-1.62
$γ_{4}$	0.1466	3.84
$γ_{5}$	-0.1600	-3.88
$γ_{6}$	0.1488	4.10
$γ_{7}$	-0.0785	-3.42
$γ_{8}$	-0.0022	-0.12
$γ_{9}$	0.0141	1.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts