V-Lab: Chilean Peso Spline-GARCH Volatility Analysis

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 ·

Parameter Estimates

	param	t-stat
$ω$	0.7793	5.90
$α$	0.0727	7.27
$β$	0.8843	55.64
$γ_{1}$	0.0527	1.19
$γ_{2}$	-0.0337	-0.45
$γ_{3}$	-0.0975	-1.94
$γ_{4}$	0.1677	4.39
$γ_{5}$	-0.1810	-4.68
$γ_{6}$	0.1672	5.29
$γ_{7}$	-0.0978	-4.58
$γ_{8}$	0.0369	1.59
$γ_{9}$	-0.0722	-2.07

Estimation Period:
Dec 31, 1992 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts