MSCI Chile MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
27.34%
decreased by 1.32%
1 Week
27.65%
decreased by 1.01%
1 Month
28.33%
decreased by 0.33%
Analysis last updated: Friday, May 15, 2026 at 11:02 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
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