MSCI Chile GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:23.20% (-1.70%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.5806 | 8.25 | |
0.0953 | 36.66 | |
0.9867 | 639.90 | |
7.2920 | 7.55 |
Estimation Period:
Jan 1, 1990 to Sep 18, 2025
Jan 1, 1990 to Sep 18, 2025
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