MSCI Chile APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
26.99%
decreased by 1.36%
1 Week
26.91%
decreased by 1.44%
1 Month
26.63%
decreased by 1.72%
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 | |
|---|---|---|
| 0.0215 | 28.88 | |
| 0.1119 | 47.38 | |
| 0.8853 | 450.08 | |
| 0.1558 | 19.94 | |
| 1.7230 | 40.23 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
Other MSCI Chile Analyses
Other APARCH Analyses on Equity Indices