Santiago Stock Exchange IPSA Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.79% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4714 | 12.09 | |
| 0.1206 | 38.49 | |
| 0.9789 | 579.23 | |
| 7.7458 | 7.97 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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