MSCI Chile GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.41% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 27.27 | |
| 0.0785 | 26.44 | |
| 0.8791 | 438.66 | |
| 0.0627 | 10.63 |
Estimation Period:
Jan 1, 1990 to Oct 30, 2025
Jan 1, 1990 to Oct 30, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Chile Analyses
Other GJR-GARCH Analyses on Equity Indices