V-Lab
iShares MSCI Chile ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.83% (-0.67%)
Analysis last updated: Thursday, May 2, 2024 at 02:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 5.64 | |
| 0.1558 | 25.55 | |
| 0.9866 | 934.26 | |
| -0.0730 | -13.93 |
Estimation Period:
Nov 16, 2007 to Apr 26, 2024
Nov 16, 2007 to Apr 26, 2024
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