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

V-Lab

MSCI Chile Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:23.12% (-0.37%)

Analysis last updated: Saturday, May 17, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1724	5.19
$α$	0.1264	12.12
$β$	0.8382	74.21
$γ_{1}$	0.0188	1.15
$γ_{2}$	-0.0305	-1.31
$γ_{3}$	0.0281	2.00
$γ_{4}$	-0.0383	-3.12
$γ_{5}$	0.0601	4.72
$γ_{6}$	-0.0635	-6.48

Estimation Period:
Jan 1, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts