iShares MSCI Chile ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.72% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 8.40 | |
| 0.1648 | 28.85 | |
| 0.9841 | 960.12 | |
| -0.0647 | -13.04 |
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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