CLP Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.38% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 19.67 | |
| 0.0894 | 24.42 | |
| 0.8993 | 441.72 | |
| 0.0209 | 3.00 |
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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