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

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MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:31.56% (-1.87%)

Analysis last updated: Friday, November 21, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1709	5.10
$α$	0.1250	12.12
$β$	0.8414	76.16
$γ_{1}$	0.0160	0.99
$γ_{2}$	-0.0247	-1.08
$γ_{3}$	0.0208	1.49
$γ_{4}$	-0.0272	-2.28
$γ_{5}$	0.0459	3.76
$γ_{6}$	-0.0525	-5.67

Estimation Period:
Jan 1, 1990 to Oct 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts