ACS Actividades DE Construcc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.41% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1545 | 12.48 | |
| 0.0045 | 1.25 | |
| 0.8670 | 157.66 | |
| 0.1734 | 9.73 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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