iShares MSCI Chile ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.88% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 15.88 | |
| 0.0386 | 10.93 | |
| 0.9087 | 328.77 | |
| 0.0814 | 11.01 |
Estimation Period:
Nov 16, 2007 to Feb 20, 2026
Nov 16, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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