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

V-Lab

MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 12th, 2025:26.64% (+4.37%)

Analysis last updated: Friday, September 12, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1706	5.14
$α$	0.1256	12.12
$β$	0.8400	75.35
$γ_{1}$	0.0171	1.06
$γ_{2}$	-0.0270	-1.17
$γ_{3}$	0.0237	1.69
$γ_{4}$	-0.0316	-2.63
$γ_{5}$	0.0516	4.17
$γ_{6}$	-0.0569	-6.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts