Compagnia DEI Caraibi S.P.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.61% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 7.13 | |
| 0.0971 | 4.41 | |
| 0.8796 | 86.41 | |
| 0.0466 | 1.30 |
Estimation Period:
Sep 13, 2021 to Feb 13, 2026
Sep 13, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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