MSCI Chile APARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:23.92% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 28.96 | |
| 0.1115 | 46.46 | |
| 0.8846 | 441.86 | |
| 0.1571 | 19.80 | |
| 1.7289 | 39.96 |
Estimation Period:
Jan 1, 1990 to Oct 30, 2025
Jan 1, 1990 to Oct 30, 2025
News Impact Curve
Volatility Forecasts
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