Santiago Stock Exchange IPSA Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.64% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0939 | 40.29 | |
| 0.7844 | 169.54 | |
| 0.1151 | 25.06 | |
| 0.0080 | 9.51 | |
| 0.0344 | 9.57 | |
| 0.9595 | 226.99 |
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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