MSCI Chile AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
26.74%
decreased by 1.55%
1 Week
26.64%
decreased by 1.65%
1 Month
26.29%
decreased by 2.00%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 25.00 | |
| 0.1111 | 51.43 | |
| 0.8772 | 423.95 | |
| 0.1679 | 16.66 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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