Nacon SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.01% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4873 | 9.37 | |
| 0.0384 | 10.02 | |
| 0.9109 | 110.36 |
Estimation Period:
Mar 5, 2020 to Feb 13, 2026
Mar 5, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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