V-Lab: iShares MSCI Chile ETF AGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.80% (-1.25%)

Analysis last updated: Friday, April 19, 2024 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0143	5.68
$α$	0.0871	28.13
$β$	0.9014	328.84
$γ$	0.5232	20.01

Estimation Period:
Nov 16, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts