MSCI Chile AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:22.10% (-1.38%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0203 | 25.05 | |
0.1109 | 50.65 | |
0.8764 | 416.55 | |
0.1692 | 16.64 |
Estimation Period:
Jan 1, 1990 to Sep 18, 2025
Jan 1, 1990 to Sep 18, 2025
News Impact Curve
Volatility Forecasts
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