V-Lab: iShares MSCI Chile ETF EGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:23.95% (-0.66%)

Analysis last updated: Wednesday, April 24, 2024 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0151	5.65
$α$	0.1559	25.58
$β$	0.9866	934.26
$γ$	-0.0732	-13.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts