Santiago Stock Exchange IPSA Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
24.38%
decreased by 2.37%
1 Week
24.21%
decreased by 2.54%
1 Month
23.63%
decreased by 3.12%
Analysis last updated: Tuesday, June 16, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 34.39 | |
| 0.1664 | 65.65 | |
| 0.8074 | 363.04 | |
| 0.1632 | 19.22 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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