Santiago Stock Exchange IPSA Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.02% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 34.41 | |
| 0.1669 | 64.76 | |
| 0.8064 | 355.70 | |
| 0.1597 | 18.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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