V-Lab: MSCI Chile MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

MSCI Chile MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 10th, 2025:19.25% (+0.78%)

Analysis last updated: Saturday, October 11, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0831	34.50
$β$	0.8019	163.23
$γ$	0.0939	22.71
$λ_{1}$	0.0041	8.68
$λ_{2}$	0.0299	10.21
$λ_{3}$	0.9672	292.04

Estimation Period:
Jan 1, 1990 to Sep 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts