Santiago Stock Exchange IPSA Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.74% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 12.87 | |
| 0.2654 | 64.49 | |
| 0.9657 | 877.92 | |
| -0.0445 | -12.72 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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