MSCI Chile GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:25.26% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 27.57 | |
| 0.1116 | 49.72 | |
| 0.8769 | 407.67 |
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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