iShares MSCI Chile ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.42% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2062 | 4.97 | |
| 0.0745 | 32.80 | |
| 0.9900 | 525.46 | |
| 7.0124 | 4.75 |
Estimation Period:
Nov 16, 2007 to Feb 6, 2026
Nov 16, 2007 to Feb 6, 2026
Other iShares MSCI Chile ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs