V-Lab
V-Lab
Santiago Stock Exchange IPSA Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.97% (-0.84%)

Analysis last updated: Saturday, May 18, 2024 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Santiago Stock Exchange IPSA Index GJR-GARCH
paramt-stat
ω0.032432.70
α0.108629.76
β0.8365354.47
γ0.076710.57
Estimation Period:
Jan 1, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts