V-Lab: iShares MSCI Chile ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:23.78% (+0.03%)

Analysis last updated: Wednesday, April 24, 2024 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6429	4.71
$α$	0.0769	36.10
$β$	0.9919	633.80
$ν$	7	5.15

Estimation Period:
Nov 16, 2007 to Apr 19, 2024