CLP Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.25% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 19.68 | |
| 0.0893 | 24.41 | |
| 0.8994 | 441.97 | |
| 0.0210 | 3.01 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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