Santiago Stock Exchange IPSA Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.16% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 34.39 | |
| 0.1671 | 64.83 | |
| 0.8062 | 355.32 | |
| 0.1600 | 18.81 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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