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MSCI Chile GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:17.60% (+0.60%)
Analysis last updated: Saturday, October 11, 2025 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Chile GJR-GARCH
paramt-stat
ω0.022027.22
α0.078826.44
β0.8788437.45
γ0.062610.61
Estimation Period:
Jan 1, 1990 to Sep 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts