MSCI Chile MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, March 27th, 2026
1 Day
82.77%
increased by 37.45%
1 Week
120.16%
increased by 74.84%
1 Month
647.53%
increased by 602.21%
Analysis last updated: Friday, March 27, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 0.5120 | 23.06 | |
| 0.2934 | 27.88 | |
| 0.2779 | 9.83 |
Estimation Period:
Jan 1, 1990 to Oct 30, 2025
Jan 1, 1990 to Oct 30, 2025
Other MSCI Chile Analyses
Other MF2-GARCH Analyses on Equity Indices