V-Lab: iShares MSCI Chile ETF GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:27.00% (+0.92%)

Analysis last updated: Tuesday, April 16, 2024 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0383	16.33
$α$	0.1021	25.08
$β$	0.8888	243.16

Estimation Period:
Nov 16, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts