Santiago Stock Exchange IPSA Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.04% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 33.69 | |
| 0.1099 | 30.22 | |
| 0.8295 | 347.95 | |
| 0.0814 | 11.02 |
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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