V-Lab: iShares MSCI Chile ETF APARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:22.78% (-1.06%)

Analysis last updated: Friday, April 26, 2024 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0237	16.38
$α$	0.0782	21.54
$β$	0.9218	338.26
$γ$	0.4618	20.06
$δ$	1.3263	27.13

Estimation Period:
Nov 16, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts