MSCI Chile Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:26.00% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1687 | 5.15 | |
| 0.1251 | 12.09 | |
| 0.8406 | 75.51 | |
| 0.0166 | 1.03 | |
| -0.0259 | -1.13 | |
| 0.0223 | 1.60 | |
| -0.0296 | -2.48 | |
| 0.0489 | 4.00 | |
| -0.0548 | -5.89 |
Estimation Period:
Jan 1, 1990 to Sep 18, 2025
Jan 1, 1990 to Sep 18, 2025
News Impact Curve
Volatility Forecasts
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