iShares MSCI Chile ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.55% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 15.82 | |
| 0.0382 | 10.88 | |
| 0.9089 | 328.47 | |
| 0.0818 | 11.06 |
Estimation Period:
Nov 16, 2007 to Feb 6, 2026
Nov 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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