V-Lab: MSCI Chile MF2-GARCH Volatility Analysis

V-Lab

MSCI Chile MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 2nd, 2025:22.31% (-0.78%)

Analysis last updated: Friday, May 2, 2025 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0841	34.66
$β$	0.8017	159.99
$γ$	0.0941	22.44
$λ_{1}$	0.0044	8.82
$λ_{2}$	0.0314	9.96
$λ_{3}$	0.9657	272.64

Estimation Period:
Jan 1, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts