Santiago Stock Exchange IPSA Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 34.07 | |
| 0.1570 | 56.35 | |
| 0.8201 | 318.47 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices