V-Lab: MSCI Chile Spline-GARCH Volatility Analysis

V-Lab

MSCI Chile Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:17.98% (-0.88%)

Analysis last updated: Saturday, July 5, 2025 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1570	5.51
$α$	0.1276	12.14
$β$	0.8320	70.69
$γ_{1}$	0.0208	1.36
$γ_{2}$	-0.0344	-1.58
$γ_{3}$	0.0331	2.48
$γ_{4}$	-0.0481	-3.95
$γ_{5}$	0.0834	5.19
$γ_{6}$	-0.1222	-3.90

Estimation Period:
Jan 1, 1990 to Jun 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts