MSCI Chile GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
30.81%
decreased by 1.91%
1 Week
30.68%
decreased by 2.04%
1 Month
30.17%
decreased by 2.55%
Analysis last updated: Saturday, May 23, 2026 at 01:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 27.24 | |
| 0.0790 | 27.13 | |
| 0.8797 | 446.32 | |
| 0.0624 | 10.72 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
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