S&P/CLX IGPA (Indice General de Precios y Acciones) CLP Total Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.21% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1260 | 34.18 | |
| 0.6976 | 80.12 | |
| 0.0959 | 17.73 | |
| 0.0070 | 7.71 | |
| 0.0630 | 8.11 | |
| 0.9284 | 107.87 |
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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