S&P/CLX IGPA (Indice General de Precios y Acciones) CLP Total Return Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.31% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1364 | 4.86 | |
| 0.1473 | 11.89 | |
| 0.8143 | 58.04 | |
| 0.0075 | 0.43 | |
| -0.0161 | -0.65 | |
| 0.0322 | 2.16 | |
| -0.0556 | -4.46 | |
| 0.0879 | 5.79 | |
| -0.1611 | -5.50 |
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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