Santiago Stock Exchange IPSA Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.75% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 34.07 | |
| 0.1573 | 56.47 | |
| 0.8199 | 318.51 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices