Chilean Peso Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.66%
increased by 0.22%
1 Week
10.50%
increased by 0.06%
1 Month
10.00%
decreased by 0.44%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8377 | 5.37 | |
| 0.0704 | 7.78 | |
| 0.8961 | 66.60 | |
| 0.0683 | 1.68 | |
| -0.0688 | -1.01 | |
| -0.0582 | -1.23 | |
| 0.1311 | 3.52 | |
| -0.1508 | -3.52 | |
| 0.1498 | 3.52 | |
| -0.0916 | -3.22 | |
| 0.0164 | 0.72 | |
| -0.0412 | -1.11 |
Estimation Period:
Dec 31, 1992 to Jun 5, 2026
Dec 31, 1992 to Jun 5, 2026
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