Santiago Stock Exchange IPSA Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.76%
decreased by 0.41%
1 Week
24.65%
decreased by 0.52%
1 Month
24.26%
decreased by 0.91%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 33.66 | |
| 0.1086 | 30.42 | |
| 0.8314 | 353.34 | |
| 0.0819 | 11.27 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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