Santiago Stock Exchange IPSA Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.05%
increased by 0.06%
1 Week
24.59%
decreased by 0.40%
1 Month
23.22%
decreased by 1.77%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 13.16 | |
| 0.2642 | 64.78 | |
| 0.9660 | 891.97 | |
| -0.0449 | -12.94 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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