iShares MSCI Chile ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.23% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 8.31 | |
| 0.1643 | 28.62 | |
| 0.9842 | 959.25 | |
| -0.0650 | -13.10 |
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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