Banco de Chile MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.25% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0721 | 12.14 | |
| 0.8587 | 84.33 | |
| 0.0239 | 4.29 | |
| 0.0025 | 2.12 | |
| 0.0053 | 3.86 | |
| 0.9933 | 479.15 |
Estimation Period:
Sep 14, 1998 to Feb 6, 2026
Sep 14, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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