Santiago Stock Exchange IPSA Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.94% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4734 | 12.06 | |
| 0.1204 | 38.57 | |
| 0.9790 | 581.36 | |
| 7.7489 | 7.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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