V-Lab: MSCI Chile GAS-GARCH Student T Volatility Analysis

Skip to main content

V-Lab

MSCI Chile GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:23.20% (-1.70%)

Analysis last updated: Friday, October 17, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5806	8.25
$α$	0.0953	36.66
$β$	0.9867	639.90
$ν$	7.2920	7.55

Estimation Period:
Jan 1, 1990 to Sep 18, 2025