V-Lab: iShares MSCI Chile ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Chile ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:25.11% (-0.22%)

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
$ω$	1.5821	7.23
$α$	0.1076	6.20
$β$	0.8620	47.48
$γ_{1}$	0.0381	5.60
$γ_{2}$	-0.0489	-5.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts