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

V-Lab

MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:21.28% (+0.40%)

Analysis last updated: Saturday, October 4, 2025 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1687	5.15
$α$	0.1251	12.09
$β$	0.8406	75.51
$γ_{1}$	0.0166	1.03
$γ_{2}$	-0.0259	-1.13
$γ_{3}$	0.0223	1.60
$γ_{4}$	-0.0296	-2.48
$γ_{5}$	0.0489	4.00
$γ_{6}$	-0.0548	-5.89

Estimation Period:
Jan 1, 1990 to Sep 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts