Nacon SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.41% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4902 | 9.23 | |
| 0.0391 | 4.81 | |
| 0.9104 | 106.00 | |
| -0.0010 | -0.08 |
Estimation Period:
Mar 5, 2020 to Feb 13, 2026
Mar 5, 2020 to Feb 13, 2026
News Impact Curve
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