MSCI Chile GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
30.84%
decreased by 1.96%
1 Week
30.71%
decreased by 2.09%
1 Month
30.19%
decreased by 2.61%
Analysis last updated: Saturday, April 25, 2026 at 02:33 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 27.27 | |
| 0.0795 | 27.04 | |
| 0.8792 | 443.61 | |
| 0.0620 | 10.60 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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