Santiago Stock Exchange IPSA Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.56% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0940 | 40.29 | |
| 0.7843 | 169.87 | |
| 0.1155 | 25.16 | |
| 0.0081 | 9.51 | |
| 0.0346 | 9.57 | |
| 0.9592 | 225.49 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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