V-Lab
iShares MSCI Chile ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:26.16% (+1.23%)
Analysis last updated: Wednesday, May 1, 2024 at 02:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 16.34 | |
| 0.1018 | 25.09 | |
| 0.8888 | 243.18 |
Estimation Period:
Nov 16, 2007 to Apr 26, 2024
Nov 16, 2007 to Apr 26, 2024
News Impact Curve
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