V-Lab: MSCI Chile Spline-GARCH Volatility Analysis

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MSCI Chile Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 10th, 2025:19.45% (+0.18%)

Analysis last updated: Saturday, October 11, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1464	5.53
$α$	0.1267	12.08
$β$	0.8324	70.73
$γ_{1}$	0.0194	1.30
$γ_{2}$	-0.0318	-1.49
$γ_{3}$	0.0300	2.29
$γ_{4}$	-0.0439	-3.77
$γ_{5}$	0.0792	5.35
$γ_{6}$	-0.1232	-4.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts