MSCI Chile GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
27.15%
decreased by 0.87%
1 Week
27.06%
decreased by 0.96%
1 Month
26.71%
decreased by 1.31%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 27.54 | |
| 0.1119 | 50.40 | |
| 0.8775 | 414.29 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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