MSCI Chile APARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:21.37% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 28.91 | |
| 0.1118 | 46.43 | |
| 0.8844 | 440.88 | |
| 0.1566 | 19.75 | |
| 1.7279 | 39.91 |
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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