V-Lab
iShares MSCI Chile ETF GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:21.48% (-1.05%)
Analysis last updated: Friday, April 26, 2024 at 02:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 16.33 | |
| 0.1019 | 25.11 | |
| 0.8889 | 243.53 |
Estimation Period:
Nov 16, 2007 to Apr 19, 2024
Nov 16, 2007 to Apr 19, 2024
News Impact Curve
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