MSCI Chile GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
31.68%
decreased by 2.47%
1 Week
31.45%
decreased by 2.70%
1 Month
30.58%
decreased by 3.57%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM 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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