Banco Itau Chile SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.89% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9240 | 5.01 | |
| 0.1836 | 7.20 | |
| 0.6480 | 14.44 | |
| 0.1738 | 3.34 | |
| -0.2518 | -3.31 | |
| 0.1115 | 1.93 | |
| -0.1177 | -1.94 | |
| 0.2347 | 4.04 | |
| -0.3085 | -6.47 | |
| 0.2269 | 7.14 |
Estimation Period:
Nov 26, 2002 to Feb 6, 2026
Nov 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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