iShares MSCI Chile ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.46% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 8.46 | |
| 0.1655 | 28.92 | |
| 0.9841 | 959.15 | |
| -0.0649 | -13.07 |
Estimation Period:
Nov 16, 2007 to Feb 13, 2026
Nov 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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