MSCI Chile GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.06% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5804 | 8.27 | |
| 0.0950 | 36.67 | |
| 0.9868 | 643.69 | |
| 7.3147 | 7.52 |
Estimation Period:
Jan 1, 1990 to Oct 30, 2025
Jan 1, 1990 to Oct 30, 2025
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