Santiago Stock Exchange IPSA Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.78% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 33.72 | |
| 0.1101 | 30.26 | |
| 0.8292 | 347.98 | |
| 0.0817 | 11.07 |
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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