Santiago Stock Exchange IPSA Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.56% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 34.08 | |
| 0.1570 | 56.33 | |
| 0.8200 | 318.21 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices