V-Lab: MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

V-Lab

MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:25.00% (-0.10%)

Analysis last updated: Saturday, June 28, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1716	5.21
$α$	0.1260	12.09
$β$	0.8385	74.32
$γ_{1}$	0.0182	1.13
$γ_{2}$	-0.0290	-1.26
$γ_{3}$	0.0258	1.84
$γ_{4}$	-0.0345	-2.85
$γ_{5}$	0.0549	4.40
$γ_{6}$	-0.0593	-6.18

Estimation Period:
Jan 1, 1990 to Jun 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts