V-Lab
V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:14.26% (+0.30%)

Analysis last updated: Monday, April 15, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω0.74506.13
α0.07777.17
β0.872850.55
γ10.03770.75
γ2-0.0009-0.01
γ3-0.1330-2.38
γ40.19894.78
γ5-0.2015-5.20
γ60.16856.15
γ7-0.0833-3.43
γ80.02600.94
γ9-0.0444-1.23
Estimation Period:
Dec 31, 1992 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts