V-Lab: Chilean Peso Spline-GARCH Volatility Analysis

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V-Lab

Chilean Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:6.73% (+0.04%)

Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8061	5.66
$α$	0.0704	7.42
$β$	0.8907	59.88
$γ_{1}$	0.0617	1.49
$γ_{2}$	-0.0543	-0.78
$γ_{3}$	-0.0740	-1.56
$γ_{4}$	0.1455	3.96
$γ_{5}$	-0.1629	-4.10
$γ_{6}$	0.1577	4.37
$γ_{7}$	-0.0974	-4.12
$γ_{8}$	0.0346	1.62
$γ_{9}$	-0.0890	-2.83

Estimation Period:
Dec 31, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts