MSCI Chile GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
29.48%
decreased by 1.49%
1 Week
29.36%
decreased by 1.61%
1 Month
28.94%
decreased by 2.03%
Analysis last updated: Friday, June 19, 2026 at 09:57 PM 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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