V-Lab: MSCI Chile Spline-GARCH Volatility Analysis

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MSCI Chile Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:23.50% (+6.60%)

Analysis last updated: Friday, December 12, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1424	5.55
$α$	0.1267	12.07
$β$	0.8320	70.52
$γ_{1}$	0.0189	1.27
$γ_{2}$	-0.0307	-1.45
$γ_{3}$	0.0288	2.22
$γ_{4}$	-0.0422	-3.70
$γ_{5}$	0.0779	5.45
$γ_{6}$	-0.1257	-4.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts