MSCI Chile MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.07%
increased by 3.03%
1 Week
35.47%
increased by 2.43%
1 Month
34.07%
increased by 1.03%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0834 | 34.91 | |
| 0.7993 | 163.80 | |
| 0.0963 | 23.20 | |
| 0.0039 | 8.41 | |
| 0.0305 | 10.42 | |
| 0.9670 | 294.01 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2026
Jan 1, 1990 to Apr 30, 2026
Other MSCI Chile Analyses
Other MF2-GARCH Analyses on Equity Indices