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V-Lab
MSCI Chile EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:21.37% (-1.57%)
Analysis last updated: Saturday, November 8, 2025 at 03:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Chile EGARCH
paramt-stat
ω0.012316.58
α0.206957.98
β0.97951,270.41
γ-0.0385-12.47
Estimation Period:
Jan 1, 1990 to Oct 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts