Santiago Stock Exchange IPSA Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.27% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 12.91 | |
| 0.2655 | 64.55 | |
| 0.9657 | 877.90 | |
| -0.0444 | -12.70 |
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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