V-Lab
V-Lab
Santiago Stock Exchange IPSA Index APARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:13.13% (-0.97%)

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 APARCH
paramt-stat
ω0.032532.44
α0.148556.70
β0.8466339.99
γ0.143718.39
δ1.629637.20
Estimation Period:
Jan 1, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts