V-Lab: MSCI Chile MF2-GARCH Volatility Analysis

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MSCI Chile MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:0.00% (-22.33%)

Analysis last updated: Friday, October 31, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0144	144,220.00
$γ$	-0.0288	-288,240.00
$λ_{1}$	0.5120	23.06
$λ_{2}$	0.2934	27.88
$λ_{3}$	0.2779	9.83

Estimation Period:
Jan 1, 1990 to Oct 30, 2025

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