S&P/CLX IGPA (Indice General de Precios y Acciones) CLP Total Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.90% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 29.14 | |
| 0.1108 | 29.57 | |
| 0.8513 | 357.99 | |
| 0.0550 | 8.52 |
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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