MSCI Chile GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
35.01%
decreased by 1.59%
1 Week
34.78%
decreased by 1.82%
1 Month
33.92%
decreased by 2.68%
Analysis last updated: Friday, March 27, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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