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, April 17th, 2026
1 Day
26.70%
increased by 13.45%
1 Week
114.10%
increased by 100.85%
1 Month
168,381.17%
increased by 168,367.92%
Analysis last updated: Friday, April 17, 2026 at 08:29 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 | |
| 0.0248 | 247,640.00 | |
| -0.0495 | -495,080.00 | |
| 0.6563 | 17.80 | |
| 0.4583 | 21.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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