S&P/CLX IGPA (Indice General de Precios y Acciones) CLP Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.91% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8843 | 8.79 | |
| 0.1107 | 38.36 | |
| 0.9832 | 537.85 | |
| 6.7331 | 8.88 |
Estimation Period:
Jan 1, 1990 to Dec 30, 2025
Jan 1, 1990 to Dec 30, 2025
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