S&P/CLX IGPA (Indice General de Precios y Acciones) CLP Total Return Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.95% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.72 | |
| 0.2566 | 60.36 | |
| 0.9739 | 1,009.24 | |
| -0.0318 | -9.40 |
Estimation Period:
Jan 1, 1990 to Dec 30, 2025
Jan 1, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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