V-Lab

Chilean Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:14.27% (-0.72%)
Analysis last updated: Wednesday, April 16, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chilean Peso SGARCH
paramt-stat
ω0.77935.90
α0.07277.27
β0.884355.64
γ10.05271.19
γ2-0.0337-0.45
γ3-0.0975-1.94
γ40.16774.39
γ5-0.1810-4.68
γ60.16725.29
γ7-0.0978-4.58
γ80.03691.59
γ9-0.0722-2.07
Estimation Period:
Dec 31, 1992 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts