V-Lab: MSCI Chile MF2-GARCH Volatility Analysis

V-Lab

MSCI Chile MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 22nd, 2025:15.22% (-3.11%)

Analysis last updated: Saturday, August 23, 2025 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0294	294,220.00
$γ$	-0.0588	-588,240.00
$λ_{1}$	0.5944	19.22
$λ_{2}$	0.4101	20.86
$λ_{3}$	0.0962	2.15

Estimation Period:
Jan 1, 1990 to Aug 14, 2025

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Volatility Forecasts

Volatility Forecasts