Santiago Stock Exchange IPSA Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.58% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 34.13 | |
| 0.1572 | 56.44 | |
| 0.8197 | 317.98 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices