iShares MSCI Chile ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.99% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 15.88 | |
| 0.0387 | 10.95 | |
| 0.9084 | 328.54 | |
| 0.0819 | 11.06 |
Estimation Period:
Nov 16, 2007 to Feb 13, 2026
Nov 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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