Santiago Stock Exchange IPSA Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
18.47%
increased by 0.32%
1 Week
18.59%
increased by 0.44%
1 Month
19.01%
increased by 0.86%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 33.75 | |
| 0.1087 | 30.34 | |
| 0.8310 | 352.13 | |
| 0.0815 | 11.18 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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