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V-Lab
MSCI Chile EGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:18.14% (+1.01%)
Analysis last updated: Saturday, October 11, 2025 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Chile EGARCH
paramt-stat
ω0.012316.62
α0.207357.96
β0.97951,268.76
γ-0.0384-12.42
Estimation Period:
Jan 1, 1990 to Sep 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts