V-Lab
V-Lab
Santiago Stock Exchange IPSA Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.74% (-0.98%)

Analysis last updated: Saturday, May 18, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Santiago Stock Exchange IPSA Index AGARCH
paramt-stat
ω0.037833.97
α0.166365.90
β0.8107380.99
γ0.153317.71
Estimation Period:
Jan 1, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts