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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7190	6.08***
α ARCH Response to squared shocks	0.0741	7.43***
β GARCH Volatility persistence	0.8797	56.68***

γ₁	0.0260	0.44
γ₂	0.0244	0.25
γ₃	-0.1585	-2.42**
γ₄	0.2136	4.47***
γ₅	-0.1943	-4.76***
γ₆	0.1353	4.18***
γ₇	-0.0418	-1.05
γ₈	0.0047	0.13
γ₉	-0.0416	-1.49
γ₁₀	0.0264	0.65

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Chilean Peso Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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