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Banco Itau Chile SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.89% (-1.69%)
Analysis last updated: Friday, February 13, 2026 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco Itau Chile SA S0GARCH
paramt-stat
ω0.92405.01
α0.18367.20
β0.648014.44
γ10.17383.34
γ2-0.2518-3.31
γ30.11151.93
γ4-0.1177-1.94
γ50.23474.04
γ6-0.3085-6.47
γ70.22697.14
Estimation Period:
Nov 26, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts