MSCI Chile GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
26.73%
decreased by 1.66%
1 Week
26.60%
decreased by 1.79%
1 Month
26.08%
decreased by 2.31%
Analysis last updated: Friday, June 5, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6461 | 7.90 | |
| 0.0953 | 37.07 | |
| 0.9875 | 649.24 | |
| 7.3070 | 7.63 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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