V-Lab
V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:13.64% (-0.36%)

Analysis last updated: Friday, January 27, 2023, 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω0.67554.51
α0.07667.15
β0.879750.73
γ1-0.0178-0.16
γ20.10010.55
γ3-0.1697-1.53
γ40.08271.21
γ50.08901.69
γ6-0.2124-3.94
γ70.24125.14
γ8-0.1544-4.36
γ90.06461.74
γ10-0.0254-0.50
Estimation Period:
Dec 31, 1992 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts