V-Lab
V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:13.40% (+1.96%)

Analysis last updated: Tuesday, October 3, 2023 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω0.66954.67
α0.07417.38
β0.886655.93
γ1-0.0150-0.14
γ20.09330.55
γ3-0.1717-1.61
γ40.10791.55
γ50.04660.82
γ6-0.1719-2.89
γ70.22103.95
γ8-0.1570-4.04
γ90.07972.14
γ10-0.0882-1.80
Estimation Period:
Dec 31, 1992 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts